acca package

livio

acca: a canonical correlation analysis

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SetUp

To install this package (in R):

#if devtools is not installed yet: 
# install.packages("devtools") 
library(devtools)
install_github("livioivil/acca")

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L=matrix(rnorm(100),100,1)
X=matrix(rnorm(500),100,5)
Y=matrix(rnorm(700),100,7)
Z=matrix(rnorm(200),100,2)
X[,1]=X[,1]+2*L
Y[,1]=Y[,1]+2*L


library(acca)
mod=cc(X,Y,Z)
mod

## a Canonical Correlation Analysis
##               n obs:  100
##       n X variables:  5
##       n Y variables:  7
##        Correlations:  0.837 0.280 0.222 0.202 0.079

ggbiplot2(mod)

## Loading required package: ggplot2

Testing null correlation of the canonical compoments

mod=cc_inference(mod,B = 1000,numb_cc = 3)
summary(mod)

## a Canonical Correlation Analysis
##               n obs:  100
##       n X variables:  5
##       n Y variables:  7
##        Correlations:  0.837 0.280 0.222 0.202 0.079
##            p-values:  0.001 0.996 1.000 1.000 1.000
##         n perms (B):  1000