[R] Canonical Variance Analysis by any other name?

[Prof Brian Ripley]

Canonical variates or canonical variance?

Canonical variates in the sense of your quote is the same thing as 
multi-group LDA (the part of LDA not due to Fisher)

Another sense (e.g. http://en.wikipedia.org/wiki/Canonical_analysis)
is canonical correlation analysis (function cancor).  And indeed, LDA can 
be derived from CCA: see my PRNN book.

On Thu, 19 Jan 2006, Patrick Connolly wrote:

> I've been asked about "Canonical Variance Analysis" (CVA).  I don't
> see any reference to it searching the R site.  Does it go by other
> names?
>
> Genstat describes it thus:
>
> Canonical variates analysis operates on a within-group sums of squares
> and products matrix, calculated from a set of variates and factor that
> specifies the grouping of units. It finds linear combinations of the
> variates that maximize the ratio of between-group to within-group
> variation, thereby giving functions that can be used to discriminate
> between the groups.
>
> It's probably not particularly difficult to do, so I suspect someone
> has a package for doing it.  What other name might I search for?
>
> Thnx
>
> -- 
> Patrick Connolly
> HortResearch
> Mt Albert
> Auckland
> New Zealand
> Ph: +64-9 815 4200 x 7188
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-- 
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)
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