NAG Library Manual, Mark 30.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G03ACF Example Program Results

 Rank of X = 3

 Canonical    Eigenvalues Percentage     CHISQ      DF     SIG
 Correlations              Variation
       0.8826      3.5238     0.9795    7.9032     6.0  0.2453
       0.2623      0.0739     0.0205    0.3564     2.0  0.8368

 Canonical Coefficients for X
             1          2
 1     -1.7070     0.7277
 2     -1.3481     0.3138
 3      0.9327     1.2199

 Canonical variate means
             1          2
 1      0.9841     0.2797
 2      1.1805    -0.2632
 3     -2.1646    -0.0164