[R] about cancor.R
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Nov 30 09:35:17 CET 2004
On Tue, 30 Nov 2004, yan zhao wrote:
> I'm a beginning user of R, now I have a question about canonical correlation
> analysis (cca). In R,there is a function "cancor.R" used for cca; For example
There is no such function in R, and I can't find it in any add-on package.
Do you mean the function cancor() in the stats package?
> X(n*p1) and Y(n*p2)are the two matrix to be analyzed. In the example given by
> R, when n> max(p1,n2), cancor(X,Y) works; but when n<p1 or n<p2, cancor(X,Y)
> doesn't work well because cancor$cor == 1; how to cope with this case? maybe
> before apply the two matrix to cancor.R, some time-space transformation
> should be done? could you give some suggestion? Thanks you in advance!
You need to understand the underlying theory: the problem is not with the
function but your use of the technique. Assuming non-degenerate matrices,
you have a situation in which one of the matrices spans the entire space
of observations and so imposes no restriction.
R help pages come with references: please consult them. Since you have
not told us why you are using CCA, we can't help you with the
methodological questions, even if they are off topic for the R-help list.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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