[A, B] = canoncorr(X, Y)
[A, B, r] = canoncorr(X, Y)
[A, B, r, U, V] = canoncorr(X, Y)
[A, B, r, U, V, stats] = canoncorr(X, Y)
canoncorr computes canonical coefficients for two real data matrices with matching observation rows.
The vector r contains the sample canonical correlations. U and V contain the centered canonical scores. The stats structure contains Wilks, df1, df2, F, pF, chisq, pChisq, dfe, and p fields.
If an input matrix is rank deficient, dependent coefficient rows are set to zero.
X = [1 2 3; 2 1 5; 3 4 4; 4 3 8; 5 7 6; 6 5 9];
Y = [3 4; 1 7; 5 5; 2 11; 9 6; 4 12];
[A, B, r, U, V, stats] = canoncorr(X, Y)| Version | Description |
|---|---|
| 2.0.0 | initial version |