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Canonical Correlation

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Discriminant Function Analysis - USDA

www.aphis.usda.gov

canonical correlation analysis (see also Canonical Correlation ) that will determine the successive functions and canonical roots (the term root refers to the eigenvalues that are associated with the respective canonical function). The maximum number of functions will be equal to the number of groups minus one, or the number of

  Correlations, Usda, Canonical, Canonical correlation

The Johansen Tests for Cointegration

jerrydwyer.com

linear combinations of the data that have maximum correlation (canonical correlations). To repeat, the eigenvalues used in Johansen’s test are not eigenvalues of the matrix directly, although the eigenvalues in the test also can be used to …

  Correlations, Canonical

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