Description Usage Arguments Details Value Author(s) References See Also Examples
Function canocov
performs a canonical correlation analysis. It
operates on raw data matrices, which are only centered in the
program. It uses generalized inverses and can deal with structurally
singular covariance matrices.
1 | canocov(X, Y)
|
X |
The n times p X matrix of observations |
Y |
The n times q Y matrix of observations |
canocov
computes the solution by a singular value
decomposition of the transformed between set covariance matrix.
Returns a list with the following results
ccor |
the canonical correlations |
A |
canonical weights of the X variables |
B |
canonical weights of the Y variables |
U |
canonical X variates |
V |
canonical Y variates |
Fs |
biplot markers for X variables (standard coordinates) |
Gs |
biplot markers for Y variables (standard coordinates) |
Fp |
biplot markers for X variables (principal coordinates) |
Gp |
biplot markers for Y variables (principal coordinates) |
Rxu |
canonical loadings, (correlations X variables, canonical X variates) |
Rxv |
canonical loadings, (correlations X variables, canonical Y variates) |
Ryu |
canonical loadings, (correlations Y variables, canonical X variates) |
Ryv |
canonical loadings, (correlations Y variables, canonical Y variates) |
Sxu |
covariance X variables, canonical X variates |
Sxv |
covariance X variables, canonical Y variates |
Syu |
covariance Y variables, canonical X variates |
Syv |
covariance Y variables, canonical Y variates |
fitRxy |
goodness of fit of the between-set correlation matrix |
fitXs |
adequacy coefficients of X variables |
fitXp |
redundancy coefficients of X variables |
fitYs |
adequacy coefficients of Y variables |
fitYp |
redundancy coefficients of Y variables |
Jan Graffelman jan.graffelman@upc.edu
Hotelling, H. (1935) The most predictable criterion. Journal of Educational Psychology (26) pp. 139-142.
Hotelling, H. (1936) Relations between two sets of variates. Biometrika (28) pp. 321-377.
Johnson, R. A. and Wichern, D. W. (2002) Applied Multivariate Statistical Analysis. New Jersey: Prentice Hall.
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Loading required package: MASS
Loading required package: calibrate
Loading required package: robCompositions
Loading required package: ggplot2
Loading required package: pls
Attaching package: ‘pls’
The following object is masked from ‘package:stats’:
loadings
Loading required package: data.table
Registered S3 method overwritten by 'GGally':
method from
+.gg ggplot2
sROC 0.1-2 loaded
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