English, Article edition: CANCOR: RATS module to generate canonical correlations Eric Blankmeyer

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/102702
Physical Description
  • code
Language
  • English

Edition details

Title
  • CANCOR: RATS module to generate canonical correlations
Author
  • Eric Blankmeyer
Physical Description
  • code
Notes
  • cancor.src computes canonical correlations between two data sets. The first set has k1 variables and the second has k2 variables (1 < k1 <=​ k2). cormat is the correlation matrix for all the variables. cormat has k1+k2 rows and columns and must be computed in the program that invokes cancor.src. (typically cormat would be computed using the cmoment command with the option corr. in that case, cormat =​ %cmom.) cancor.src then calculates the linear combination of each set which maximizes the squared correlation between the sets. This process is repeated k1 times since there can be as many as k1 'canonical variates' linking the two data sets.
  • canonical correlations
  • RePEc:boc:bocode:r951101
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment