cancor
Canonical Correlations
Compute the canonical correlations between two data matrices.
 Keywords
 multivariate
Usage
cancor(x, y, xcenter = TRUE, ycenter = TRUE)
Arguments
 x
 numeric matrix ($n * p1$), containing the x coordinates.
 y
 numeric matrix ($n * p2$), containing the y coordinates.
 xcenter
 logical or numeric vector of length $p1$,
describing any centering to be done on the x values before the
analysis. If
TRUE
(default), subtract the column means. IfFALSE
, do not adjust the columns. Otherwise, a vector of values to be subtracted from the columns.  ycenter
 analogous to
xcenter
, but for the y values.
Details
The canonical correlation analysis seeks linear combinations of the
y
variables which are well explained by linear combinations
of the x
variables. The relationship is symmetric as
‘well explained’ is measured by correlations.
Value

A list containing the following components:
 cor
 correlations.
 xcoef
 estimated coefficients for the
x
variables.  ycoef
 estimated coefficients for the
y
variables.  xcenter
 the values used to adjust the
x
variables.  ycenter
 the values used to adjust the
x
variables.
References
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
Hotelling H. (1936). Relations between two sets of variables. Biometrika, 28, 321327.
Seber, G. A. F. (1984). Multivariate Observations. New York: Wiley, p.\ifelse{latex}{\out{~}}{ } 506f.
See Also
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