Message-ID: <8ff898150508011516192128da@mail.gmail.com>
Date: 2005-08-01T22:16:47Z
From: Tsjerk Wassenaar
Subject: canonical correlations on multiple sets
Hi!
I was wondering whether anybody could help me with canonical
correlation on multiple sets (3 or 4) of variates, e.g. using one of
the methods suggested by Kettenring (Biometrika 58(3):433, 1971),
starting from covariance or correlation matrices.
If someone could point me to an efficient way to achieve this or maybe
share a method, I would be forever grateful.
Some additional information on the data:
Submatrices of covariance matrix S: S11, S12, S13, (S14, ) S22, S23,
(S24, ) S33 (, S34, S44), with dim(S) = p + q + q or p + p + q + q
I would like to retrieve the canonical correlates and the canonical
variates for all sets.
Thanks in advance,
Tsjerk