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).