matlab canoncorr函数,Canonical correlation

Perform canonical correlation analysis for a sample data set.

The data set carbig contains measurements for 406 cars from the years 1970 to 1982.

Load the sample data.

load carbig;

data = [Displacement Horsepower Weight Acceleration MPG];

Define X as the matrix of displacement, horsepower, and weight observations, and Y as the matrix of acceleration and MPG observations. Omit rows with insufficient data.

nans = sum(isnan(data),2) > 0;

X = data(~nans,1:3);

Y = data(~nans,4:5);

Compute the sample canonical correlation.

[A,B,r,U,V] = canoncorr(X,Y);

View the output of A to determine the linear combinations of displacement, horsepower, and weight that make up the canonical variables of X.

A

A = 3×2

0.0025 0.0048

0.0202 0.0409

-0.0000 -0.0027

A(3,1) is displayed as —0.000 because