[R] Canonical Variance Analysis by any other name?

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Jan 19 09:35:10 CET 2006

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
> ~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~
> I have the world`s largest collection of seashells. I keep it on all
> the beaches of the world ... Perhaps you`ve seen it.  ---Steven Wright
> ~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

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

More information about the R-help mailing list