[R] repost my question of cda in case

[WeiWei Shi]

Dear R-helpers:

I sent this question 3 days ago but I didn't get any reply. In case
this question was somewhat not seen by people who happpened to know
the answer, I repost it here. Sorry for bother but I am kind of
needing some help. BTW, if the question itself was not well expressed,
please let me know.

The question is as followed:


I am wondering if I can get some general help or source about
canonical discriminant analysis in R.

My idea is trying to linearly "combine" 300 variables supervisely
(according to the class lables to the observations". I think it is
kinda PCA to do some decreasing dimentionality work, but w/
considering the class and I used SAS to do CDA proc before.

But I read the introduction from sas on this proc and found the
following statement:

"The process of extracting canonical variables can be repeated until
the number of canonical variables equals the number of original
variables or the number of classes minus one, whichever is smaller.
"
does it mean I can only have two new variables if  I only have 2 classes?

I am not a stat guy and sorry for the question if it should not be
addressed here.

Ed