Canonical Correlation Analysis

  • show all 0 hide

* Final gross prices may vary according to local VAT.

Get Access

Abstract

Complex multivariate data structures are better understood by studying low-dimensional projections. For a joint study of two data sets, we may ask what type of low-dimensional projection helps in finding possible joint structures for the two samples. The canonical correlation analysis is a standard tool of multivariate statistical analysis for discovery and quantification of associations between two sets of variables.