[R] canonical correlations on multiple sets

From: Tsjerk Wassenaar <tsjerkw_at_gmail.com>
Date: Tue 02 Aug 2005 - 08:16:47 EST


I was wondering whether anybody could help me with canonical correlation on multiple sets (3 or 4) of variates, e.g. using one of the methods suggested by Kettenring (Biometrika 58(3):433, 1971), starting from covariance or correlation matrices.

If someone could point me to an efficient way to achieve this or maybe share a method, I would be forever grateful.

Some additional information on the data:

Submatrices of covariance matrix S: S11, S12, S13, (S14, ) S22, S23, (S24, ) S33 (, S34, S44), with dim(S) = p + q + q or p + p + q + q

I would like to retrieve the canonical correlates and the canonical variates for all sets.

Thanks in advance,


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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Aug 02 08:20:13 2005

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