.BG
.VE $Header: /usr3/s/current/s/.help/RCS/cancor,v 1.3 84/04/30 16:08:34 rab Exp $
.FN cancor
.TL
cancor: Canonical Correlation Analysis
.CS
cancor(x, y)
.PP
.AG x,y
two matrices of data.  The number of rows (number of
observations) must be the same in each.
.RT
structure representing the canonical correlation analysis;
i.e., a set of pairs of linear combinations of the variables
in `x' and in `y' such that the first pair has the largest
possible correlation, the second pair has the largest
correlation among variables uncorrelated with the first
pair, etc.
.PP
.RC cor
the correlations between the pairs of variables.
.RC xcoef
the matrix of linear combinations of the columns of `x'.
The first column of `xcoef' is the linear combination of
columns of `x' corresponding to the first canonical
correlation, etc.
.RC ycoef
the matrix of linear combinations of the columns of `y'.
The first column of `ycoef' is the linear combination of
columns of `y' corresponding to the first canonical
correlation, etc.
.KW multivariate
.KW array*
.WR
