search for: sigma_xi

R-Help I am attempting to create a series of bivariate normal distributions. So using the mvtnorm library I have created the following code ... # Standard deviations and correlation sig_x <- 1 sig_y <- 1 rho_xy <- 0.0 # Covariance between X and Y sig_xy <- rho_xy * sig_x *sig_y # Covariance matrix Sigma_xy <- matrix(c(sig_x ^ 2, sig_xy, sig_xy, sig_y ^ 2), nrow = 2, ncol = 2)

Dear R's! I am strugling with cancor procedure in R. I cannot figure out the meaning of xcoef and of yxcoef. Are these: 1. standardized coefficients 2. structural coefficients 3. something else? I have tried to simulate canonical correlation analysis by checking the eigenstructure of the expression: Sigma_xx %*% Sigma_xy %*% Sigma_yy %*% t(Sigma_xy). The resulting eigenvalues were the same