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Can you answer this using R code? Canonical correlation analysis quantifies the correlation between a linear combination of variables in one set with a linear
Can you answer this using R code?
Canonical correlation analysis quantifies the correlation between a linear combination of variables in one set with a linear combination of potentially different variables in another set and maximizes such correlation among the space of linear combinations. Use equation
R2 M = |S?1yy SyxS?1xx Sxy| =?si=1r2i , to give the sample canonical correlations if the sample covariance/variance matrix is:
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