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canonical variates

2 messages · Mauro Andrea Cremonini, Kaspar Pflugshaupt

Mauro Andrea Cremonini
# 
Hi everybody,
this is my first post on this list, and I would like to thank the people
who made R freely available on the net. 

I am looking for R code to perform canonical variates analysis on a matrix
of data. Has anybody already developed such a code? Is it available
somewhere?

Thank you for your help.
Mauro





-------------------------------------------
Mauro Andrea Cremonini, Ph.D.
Food Science and Technology Laboratory
University of Bologna
Via Ravennate 1020 - 47023 - Cesena - Italy
Phone: +39.0547.636106
FAX:   +39.0547.382348
e-mail: mac at foodsci.unibo.it
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Kaspar Pflugshaupt
# 
Hello Mauro,

there's the function cancor in library mva. Additionally, Brian Ripley
provided his own inplementation lately on this list:

---start quote---
Suppose you have data matrices
A and B on the same observations. Then

cancor <- function(A, B)
{
   Ap <- prcomp(scale(A, T, F), retx=T)
   Apc <- Ap$x %*% diag(1/Ap$sdev)
   Bp <- prcomp(scale(B, T, F), retx=T)
   Bpc <- Bp$x %*% diag(1/Bp$sdev)
   Sigma <- crossprod(Apc, Bpc)/(nrow(A) - 1)
   s <- svd(Sigma, ncol(A), ncol(B))
   return(list(cor=s$d, canvar.x=Apc %*% s$u, canvar.y=Bpc %*% s$v))
}
should do the trick. The canonical variates are zero-mean, unit-variance
---end quote---

Cheers

Kaspar

--

Kaspar Pflugshaupt
Geobotanisches Institut
Zuerichbergstr. 38
CH-8044 Zuerich

Tel. ++41 1 632 43 19
Fax  ++41 1 632 12 15

mailto:pflugshaupt at geobot.umnw.ethz.ch
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http://www.geobot.umnw.ethz.ch

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