[R] Cancor

[Irena Komprej]

Dear Gabor,
thank you for your answer related to the normalization of cancor
coefficients. If you want to interpret the coefficients in terms of
variables' contributions to canonical variables, loadings, redundancy
measure, etc. ,  you have to normalize the results so that the canonical
variables have identity variance matrix. Multiplying cancor coefficients
xcoef and ycoef by as.numeric(sqrt(nrow(x)-1)) does the job.
(I sometimes miss such information in the R help.)
Best regards,
Irena Komprej