Oh, great timing! R went into feature-freeze last night for 1.3.0.
No new features until 1.4.0 in December or whatever comes next.
On Mon, 11 Jun 2001, Jonathan Rougier wrote:
> Can I suggest an additional output component in cancor, from package
> mva? It would be useful to have the number of canonical correlation
> vectors, equivalently the rank of the covariance between x and y (label
> "rank"). This would usually be min(dx, dy), where dx and dy have
> already been computed for the svd function, but there might be
> situations where it was less than this, so I guess the safe option would
> be to include
>
> rank = qr(t(x) %*% y)$rank
>
> among the outputs. Then the last four lines of the help might be
> amended to
>
> rk <- cxy$rank
> all.equal(cor(x %*% cxy$xcoef[, 1:rk, drop=FALSE],
> y %*% cxy$ycoef[, 1:rk, drop=FALSE]), diag(cxy$cor))
> all.equal(cor(x %*% cxy$xcoef[, 1:rk, drop=FALSE]), diag(1, rk))
> all.equal(cor(y %*% cxy$ycoef[, 1:rk, drop=FALSE]), diag(1, rk))
>
> which I think is more intuitive.
>
> More radically, the xcoef and ycoef components of cancor might
> themselves be restricted to the appropriate columns (1:rank). This
> might affect some existing code, although any code that uses the
> non-informative columns has got to be broken, hasn't it?!
Nope. It's rare, but needing to span the orthocomplement can happen.
> Can I also suggest an extra reference for the help page:
>
> Mardia, K. V., J. T. Kent and J. M. Bibby (1979). Multivariate
> Analysis, London, Academic Press Ltd, ch. 10.
I'd say that was inferior to Seber (and I find it rather confusing).
Your mileage may vary....
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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