Canonical Correlation Analysis

Version: 2020b

Type: Features

Category: Analysis

Subcategory: Statistics

Jira: APPS-714

  • Download Canonical Correlation Analysis app from the page and install the app.

  • Canonical Correlation Analysis app is used to measure the correlation between two multidimensional variables. It transforms them into two combinations of canonical variates by finding a set of linear coefficients. The coefficients are chosen so that they maximize the correlation between the two combinations of canonical variates. The number of canonical variates equals the smaller dimension of the two source variables.