Tagged Questions

Canonical correlation is between sets of variables. It is the maximized correlation between a linear combination of one set and a linear combination of the other set (the two combinations are called canonical variates). Canonical correlation analysis deals with that latent "inside" of a multivariate ...

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Canonical Correlation Definitions

Suppose that we have two sets of variables $\textbf{X}$ and $\textbf{Y}$. Let $$\textbf{X} = \begin{pmatrix} X_1 \\ X_2\\ \vdots \\X_p \end{pmatrix}$$ and  \textbf{Y} = \begin{pmatrix} Y_1 \\ Y_2\\ ...
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Canonical Correlation analysis without raw data

I want to run a Canonical Correlation (in R) but I don't have the original (raw) data. I have only the correlation matrix of all the variables. I have seen some ...
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Statistical significance in canonical correlation analysis

I do canonical correlation analysis between two multivariate datasets $X$ and $Y$. For each pair of canonical variates (x-y pair) I get the canonical correlation coefficient. How can I test its ...
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Given two column vectors $X = (x_1, \dots, x_n)'$ and $Y = (y_1, \dots, y_m)'$ of random variables with finite second moments, canonical-correlation analysis seeks vectors $a$ and $b$ such that the ...
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How to visualize what canonical correlation analysis does (in comparison to what principal component analysis does)?

Canonical correlation analysis (CCA) is a technique related to principal component analysis (PCA). While it is easy to teach PCA or linear regression using a scatter plot (see a few thousand examples ...
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How to determine canonical correspondence coefficients using PAST

I am trying to interpret axis 1 and axis 2 in terms of environmental variables while using PAST software for canonical correspondence analysis (detrended). The output given does not provide ...
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Canonical correlation analysis with rank correlation

Canonical correlation analysis (CCA) aims to maximize the usual Pearson product-moment correlation (i.e. linear correlation coefficient) of the linear combinations of the two data sets. Now, consider ...
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Books about model selection in ecology

I am an ecology student and have to deal with 10 or 20 field variables, including species frequencies. I need to screen out what variables are most important in the occurrence of a bird species. What ...
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Eigenvalues nearly all 1 in canonical correlation analysis

I ran a Canonical Correlation Analysis on about 845 cases with 1000 variables each. (It originally started with 1000 cases and 400 variables but by using a kernel I got a 1000x1000 matrix) As a ...