A generated data set containing three sets of variables: X, Y, Z. The canonical correlation between X and Y depends on some of the Z variables. The sample size is 300. Z1-Z5 are the important variables for the varying correlation between X and Y. Z6-Z7 are the noise variables.
A list with three elements namely X, Y, Z. Each element has 300 rows. X has 2 columns, Y has 2 columns and Z has 7 columns.
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