[R] Cancor

Prof Brian Ripley ripley at stats.ox.ac.uk
Wed Sep 15 10:39:31 CEST 2004

On (she claimed) Thu, 1 Jan 1998, Irena Komprej wrote:

> Dear Gabor,

This is R-help, not `Gabor', although you keep sending mail addressed to
`Gabor' to this list.

> 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.)

I think you miss it in the references given on the R help pages.  Please
do read them.  (Any good book will tell you that the scaling of canonical 
variates is arbitrary.)

Please also ask your local IT advisors to set your computer to a 
sensible time: the world is 6.7 years ahead of you.

Brian D. Ripley,                  ripley at 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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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