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variance
2005 Apr 15
0
code for index of canor analysis
...cor^2/(1-object$cor^2)
#eigenvalue/lambda
x.xscore<-cor(x,xscore)
y.yscore<-cor(y,yscore)
#canonical loadings
y.xscore<-cor(y,xscore)
x.yscore<-cor(x,yscore)
#structure loadings/cross loadings
prop.y<-diag(crossprod(y.yscore)/ny)
prop.x<-diag(crossprod(x.xscore)/nx)
#proportion of varoiance accounted for by its own cv
cr.sqare<-as.vector(object$cor^2)
#canonical R-sqare
RD.yy<-cr.sqare*prop.y
RD.xx<-cr.sqare*prop.x
#proportion variance accounting for my the opposite Can. Var
index<-list(
"xscore"=xscore,"yscore"=yscore,
"eigenvalue"=eigenvalu...