# Questions tagged [canonical-correlation]

Canonical correlation analysis (CCA) is a method to analyze correlations between two sets of variables. It finds linear combinations of variables in each set such that their correlation is maximal.

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### MLE for $\sigma^2$ in inter-battery factor analysis

NB: I've asked a related question here, but did not get the answer I needed. I'm asking again with more detail in hopes that those details matter. Inter-battery factor analysis (IBFA) is similar to ...
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### How to get from CCA to PCA?

Saw this question in a applied scientist tech interview. How do you get to CCA objective function from PCA? I really wouldnt know where to start with this.
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### Control canonical form transformation

I have a state space equations in the form of: My question is how to transform from state space equations to control canonical form. Many thanks in advance, Onur
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### Understanding Generalized Canonical Correlation Analysis (GCCA)

I am trying to learn a single embedding from multiple views using Generalized Canonical Correlation Analysis (GCCA) using the below formula. I am confused in the below formula regarding what is to be ...
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### canonical correlation to calculate the strong correlation between 2 groups of variables

I am new to canonical correlation and I was trying to understand canonical correlation to calculate the strong correlation between 2 groups of variables. I could use the method on matlab. But I am ...
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### Qualitative Canonical Correlation with 3+ variables

I was asked about canonical correlation, and for what regards the quantitative part i've found something to give a good explanation but there's still some confusion for the generalization for ...
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### Individual effect of different variables where one explaining variable depends on the other in a non linear way

I have data on native and invasive species along a height gradient. I want to know what effect the number of native species has on the number of invasive species (or the portion of invasive species). ...
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### how to explain canonical correlation to laymen?

Given two sets of variables and the objective of finding correlations among the variables in the two sets, is there any simple examples or explanation, for a group of biologists knowing only basic ...
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### how to check if makes sense to do canonical correlation?

I wanted to check if it is reasonable to do a canonical correlation analysis on my covariance matrix. I am trying to follow Wichern's book: The author says that we have to test if $\sum_{12}=0$. ...
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### How to solve multiple regression using canonical correlation analysis?

I've read that the results from multiple regression and canonical correlation analysis are the same, aside from scaling. No one online has shown how to prove this by hand, since most examples for ...
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### How to reduce dimensions of variable space w.r.t. single response variable? CCA?

My dataset is presence/absence (or relative abundance score) of 100 species on 5000 squares, and for each square I have ~100 environmental variables (many of them strongly correlated). I want to ...
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### How to recognize similar environmental variables using multivariate analysis?

I am completely new to multivariate analyses and I need an advice how to get it applied to my data and which analyses to choose for which purpose. My dataset is presence/absence (or relative ...
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### Multiple species & environment variables: how to reduce variable space (PCA, CCA, RDA?)

I am completely new to multivariate analyses and I need an advice how to get it applied to my data and which analyses to choose for which purpose. My dataset is presence/absence (or relative ...
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### Interpreting Canonical Correlation Analysis results in XLSTAT

I am new to CCA, one of the problems at hand is to find how much redundant information is contained in one set of data with respect to another.I tried using CCA in XLSTAT , the two datasets which were ...
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### Recovering dimensionality of shared subspace?

Suppose I have X random variable have form $\langle x1,0,x2\rangle$ and Y random variable have form $\langle y1,y2,0\rangle$. These variables have 1 dimension in common. Is it possible to determine ...
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### Measuring mutual dependencies between variables. The most fundamental relation

One has a simple dataset of 3 independent variables, e.g., x, y, z. Now: y and z are logically connected (this is known a priori) and indeed a nice & tight correlation (small scatter) between ...
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### Using canonical correlation analysis with leave one out prediction

I am trying to use canonical correlation to predict a set of held out x variables from a multivariable set of X and Y data. In this particular case I am only interested in X. In the real data X is a ...
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### Difficulty interpreting/understanding canonical correlation analysis

I have read many posts on the topic (e.g. this or this) and have gone through a few introductions/tutorials, however, while I do understand the mathematical description, I still have a lot of ...
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### Formulating Partial Least Squares as minimizing squared error

The book chapter linked below (see section 4.3.1) lists a few formulations of partial least squares (PLS). The first two make sense to me and seem standard: \underset{\mathbf{u}, \mathbf{v}}{\text{...
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### I'd like to do regression using canonical correlation analysis

I got two multidimensional datasets, X and Y. I thought I build the model, which explains the relationship between two datasets, using canonical correlation analysis (CCA). The first correlation ...
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### Canonical Correlation Analysis (CCA) - do you need to scale the input variables?

I am learning CCA and I have come across a question that I do not know how to answer. Suppose we have the following 2 sets of variables: ...
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### Are there random matrix results like Marcenko-Pastur, but for CCA?

The Marcenko-Pastur law is about asymptotic distributions of eigenvalues. It starts from a simple null model (iid zero-mean Gaussian entries) and derives a distribution for the spectrum. In PCA, this ...
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### Which analysis to use to discriminate morphometrics measurements from different species from 2 different environment?

So I have a dataset of measurements (lengths, surface areas, volumes...) from 3 species from 2 different environments, with 3 individuals per species. Can be summarised like that: ...
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### What is the difference between CCA and ordinary correlation analysis? [closed]

Ordinary correlation between two multidimensional variables would give similarity between these variables, whereas canonical correlation analysis (CCA) would find two linear transforms to obtain ...
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### RDA and CCA output- unconstrained inertia 0.00 rank 0

I get an ouput for RDA and for CCA that says that my unconstrained inertia is 0, rank 0. I thought that would be a good thing in the meaning that all the variance in the data is explained by my (...
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### How is canonical correlation analysis related to multivariate regression? [duplicate]

Given a $m\times p$ matrix $Y$ on the left, and a $m\times q$ matrix $X$ on the right, CCA tries to find 2 sets of mapping coefficients such that $Y\beta_{l}$ and $X\beta_{r}$ have the highest ...
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### How to know if Canonical Correlation analysis is overfitting?

I have X = (21,15) -> 21 observations, 15 variables; Y = (21,6) -> 21 observations, 6 variables. When I do CCA on X and Y, I get correlation coefficients of 1, but I know that it shouldnt happen for ...
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### Statistical significance test for comparing two canonical correlation analyses

I have a colleague who is comparing several different treatments of data via canonical correlation analysis. In other words, given some time-varying signal, $a(t)$, he extracting some vector of ...
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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 ...
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### Book about ordination in ecology

I am looking for a book that would cover a lot of different ordinations techniques (indirect gradient analysis e.g. PCA, CA, DCA, MDS, nMDS but also direct gradient analysis e.g. CCA, CCorA, RDA) with ...
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### How can I find the correlation between groups of *attributes*?

Assume I have data where multiple attributes are measured for countries and the attributes can be divided into dimensions. For example one dimension can be 'Education' and have 5 attributes associated ...
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### Correlation analysis between two sets of random variables (pathway analysis)

I'm newbie to multivariate analysis and working on a project where I'm interested in the strength of association between two pathways (proteomic data). Abstractly speaking, each pathway is represented ...
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### Least square formulation of CCA

I am trying to understand how CCA can be formulated as a least-squares problem in the binary class case. I understood how CCA and Least square problem works. But not getting how we can formulate a ...
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### How does Canonical Time Warping help in time alignment?

Canonical Time Warping is a state-of-the-art technique for time alignment. According to the original paper, it helps account for individual varieties when aligning sequences derived from different ...
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### Can CCA model any linear transformation?

I have recently been looking into canonical correlation analysis (CCA) as a way to map between different spaces. As I understand it, CCA maps data from both distinct spaces to a common (possibly ...