nag_mv_canon_corr (g03adc) Example Program Results


Rank of x =  2 Rank of y =  2

    Canonical    Eigenvalues Percentage      Chisq           DF          Sig
    correlations              variation
      0.9570     10.8916      0.9863     14.3914      4.0000      0.0061
      0.3624      0.1512      0.0137      0.7744      1.0000      0.3789

Canonical coefficients for x
  -0.4261   1.0337
  -0.3444  -1.1136

Canonical coefficients for y
  -0.1415   0.1504
  -0.2384  -0.3424