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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 LDA, a classification technique, also serves as dimensionality reduction technique like PCA

In this article , the author links linear discriminant analysis (LDA) to principal component analysis (PCA). With my limited knowledge, I am not able to follow how LDA can be somewhat similar to PCA. ...
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### Using canonical correlation analysis (CCA) to find matches

I have a training dataset of images: X (Visual) and Y (Infrared). Each set has $300$ training examples. I extract feature ...
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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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### Differences between linear and canonical discriminant analyses (LDA and CDA)

I'm using R to try and compare the results of variable chemical compositions, following on from an article I've read. In it, the authors used CDA to do something very similar to what I want to do, ...
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### Interpretation of Cramér's V

I am trying to understand the value Cramer's V provides. I found the following sentence (from here): "V may be viewed as the association between two variables as a percentage of their maximum ...
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### Canonical correlation analysis with a tiny example and dimensionals

I've tried reading many explanations of CCA, and I don't understand it. For example, on Wikipedia, it refers to two "vectors" $a$ and $b$ such that $\rho = \text{corr}(a^{\top} X, b^{\top} Y)$ is ...
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### How to interpret results from Canonical Correlation Analysis (CCA)

I am learning CCA following an example posted here: https://stats.idre.ucla.edu/r/dae/canonical-correlation-analysis/ I have questions regarding on how to interpret the canonical coefficients, ...
961 views

### Get canonical loadings (i.e. scores) from weights in r package PMA

I want to perform regularized canonical correlation between two matrices with more variables than observations (same subjects), one of which is very large (~18000 columns). The only r package that ...
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### Help explain the “redundancy” of canonical correlation

I am reading a material about canonical correlation and it introduces a concept named "redundancy". I have been puzzled for one day but still could not get a understanding. The following is a screen ...
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### Implementing Canonical Correlation Analysis in practice

I'm trying to implement Canonical Correlation Analysis using the Eigen template header c++ library to better my understanding of both the library and the particular statistical technique. So far, the ...
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### computation of square root of matrix

I am studying the Canonical correlation analysis(CCA) the formula https://en.wikipedia.org/wiki/Canonical_correlation is involving the -1/2 degree of a matrix. My question is: how can i do the ...
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### What's wrong with my solution to canonical correlation analysis (CCA) using the SVD

I am working through the derivations for solving CCA in A Tutorial on Canonical Correlation Methods. Right now, I am trying to solve CCA using SVD (bottom of page 95:7). For completeness, I include ...