ccor {cml}

Canonical Correlations

Description

Computes canonical correlations for two sets of multivariate data x and y.

Usage

ccor(x, y)

Arguments

x

the first multivariate dataset.

y

the second multivariate dataset.

Value

a list of the following components:

cancor

a vector of canonical correlations.

xcoef

a matrix, each column of which is the vector of coefficients of x to produce the corresponding canonical covariate.

ycoef

a matrix, each column of which is the vector of coefficients of y to produce the corresponding canonical covariate.

Author(s)

Anh Tuan Bui

Examples

ccor(iris[,1:2], iris[,3:4])