## Canonical Correlations

## Usage

    cancor(x, y, xcenter=TRUE, ycenter=TRUE)

## Arguments

`x` | a matrix containing the x coordinates.
`y` | a matrix containing the y coordinates.
`xcenter` | a parameter describing any centering to be done on the x values before the analysis. The default is substract the column means, but it is possible to supply a vector of values to be subtracted from the columns. It is possible to turn off any adjustment.
`ycenter` | like the parameter `xcenter`, but for the y values.

## Description

This function performs a canonical correlation analysis for the given data. The analysis seeks linear combinations of the y variables which are well explained by linear combinations of the x variables.

## Value

A list containing the following components:

`xcoef` | estimated coefficients for the x variables.
`ycoef` | estimated coefficients for the y variables.
`xcenter` | the values used to adjust the x variables.
`ycenter` | the values used to adjust the x variables.

## References

Hotelling H. (1936). ``Relations between two sets of variables''. Biometrika, 28, 321-327.

Seber, G. A. F. (1984). Multivariate Analysis. New York: Wiley.

## See Also

`qr`, `svd`.

## Examples

    soil <- evap.x[,1:3]
    air <- evap.x[,-(1:3)]
    airsoil <- cancor(air, soil)

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