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Returns a scree-plot of the eigenvalues of cov(first.set, second.set) to select its first d largest eigenvectors.
covplot(X, Y, mind=NULL)
numeric matrix (n * p), X
numeric matrix (n * r), Y
numeric, the number of the eigenvalues to show their cumulative percentages. The default is NULL, and then it is equal to min(p,r)
the ordiered eigenvalues of cov(X,Y)
the cumulative percentages of the eigenvalues
a vector of the numbers of the eigenvectors which forces the cumulative percentages bigger than 0.6, 0.7, 0.8, 0.9
# NOT RUN { data(cookie) myseq<-seq(141,651,by=2) X<-as.matrix(cookie[-c(23,61),myseq]) Y<-as.matrix(cookie[-c(23,61),701:704]) covplot(X, Y) covplot(X, Y, mind=4) # }
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