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 questions here about this, but my question continue unsolved. A user gave a parcial solution (http://www.stat.wmich.edu/wang/561/egs/Rcancor.html), but I need the canonical loadings, the percentual of variance in set Y that was explained from set X, and the variables significance.

Does anyone here could help me?

P.S.: I am a new R user. I have experience only on Eviews, GRETL and SPSS (also a little bit in Stata).

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 questions here about this, but my question continue unsolved. A user gave a partial solution, but I need the canonical loadings, the percentual of variance in set Y that was explained from set X, and the variables significance.

Does anyone here could help me?

P.S.: I am a new R user. I have experience only on Eviews, GRETL and SPSS (also a little bit in Stata).

I want to run a Canonical Correlation but I don't have the original (raw) data. I have only the correlation matrix.

I have seen some questions here about this, but my question continue unsolved. An user gave a parcial solution (http://www.stat.wmich.edu/wang/561/egs/Rcancor.html), but I need the canonical loadings, the percentual of variance in Y that was explained from X, and the variables significance.

Does anyone here could help me?

Ps: I am a new R user. I have experience only on Eviews, GRETL and SPSS (also a little bit in Stata).

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 questions here about this, but my question continue unsolved. A user gave a parcial solution (http://www.stat.wmich.edu/wang/561/egs/Rcancor.html), but I need the canonical loadings, the percentual of variance in set Y that was explained from set X, and the variables significance.

Does anyone here could help me?

P.S.: I am a new R user. I have experience only on Eviews, GRETL and SPSS (also a little bit in Stata).