Arguments
x
An array of two dimensions of size (NX,NOBS) where NOBS represents the number of observations and NX represents the number of independent variables. The x are the (linearly independent) predictor variables.
y
An array of two dimensions of size (NY,NOBS) where NOBS represents the number of observations and NY represents the number of dependent variables. The y are the (dependent) predictand variables. Note: NY.le.NX.
option
A logical variable. Currently not used.
Return value
An array containing the canonical correlation coefficients. The return values will be of type double if x or y is double, and float otherwise.
A suite of attributes is returned:
(a) ndof: degrees of freedom (one dimensional array)
(b) chisq: chi-squares values (one dimensional array)
(c) wlam : Wilk's Lambda (one dimensional array)
(d) coefx: two dimensional array (NY,NX) containing the
right hand [x] canonical loading coefficients.
(f) coefy: two dimensional array (NY,NY) containing the
left hand [y] canonical loading coefficients.
ndof will be type integer. chisq, coefr and coefl will be of the same type as the returned canonical correlations.
Arguments
x
An array of two dimensions of size (NX,NOBS) where NOBS represents the number of observations and NX represents the number of independent variables. The x are the (linearly independent) predictor variables.
y
An array of two dimensions of size (NY,NOBS) where NOBS represents the number of observations and NY represents the number of dependent variables. The y are the (dependent) predictand variables. Note: NY.le.NX.
option
A logical variable. Currently not used.
Return value
An array containing the canonical correlation coefficients. The return values will be of type double if x or y is double, and float otherwise.
A suite of attributes is returned:
(a) ndof: degrees of freedom (one dimensional array)
(b) chisq: chi-squares values (one dimensional array)
(c) wlam : Wilk's Lambda (one dimensional array)
(d) coefx: two dimensional array (NY,NX) containing the
right hand [x] canonical loading coefficients.
(f) coefy: two dimensional array (NY,NY) containing the
left hand [y] canonical loading coefficients.
ndof will be type integer. chisq, coefr and coefl will be of the same type as the returned canonical correlations.
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