Canonical correlation analysis ([A, B, r] = canoncorr(X, Y)). More...
#include <descriptive.hpp>
Public Attributes | |
| Value | A |
| p × k canonical coefficients for X. | |
| Value | B |
| q × k canonical coefficients for Y. | |
| Value | r |
| Length-k canonical correlations (in [0, 1], non-increasing). | |
Canonical correlation analysis ([A, B, r] = canoncorr(X, Y)).
Definition at line 290 of file descriptive.hpp.
| Value nk::stats::CanoncorrResult::A |
p × k canonical coefficients for X.
Definition at line 291 of file descriptive.hpp.
| Value nk::stats::CanoncorrResult::B |
q × k canonical coefficients for Y.
Definition at line 292 of file descriptive.hpp.
| Value nk::stats::CanoncorrResult::r |
Length-k canonical correlations (in [0, 1], non-increasing).
k = min(p, q).
Definition at line 293 of file descriptive.hpp.