Trailing-Edge
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PDP-10 Archives
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decuslib20-02
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decus/20-0026/mcano.doc
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SAMPLE MAIN PROGRAM FOR CANONICAL CORRELATION - MCANO
PURPOSE
(1) READ THE PROBLEM PARAMETER CARD FOR A CANONICAL
CORRELATION, (2) CALL TWO SUBROUTINES TO CALCULATE SIMPLE
CORRELATIONS, CANONICAL CORRELATIONS, CHI-SQUARES, DEGREES
OF FREEDOM FOR CHI-SQUARES, AND COEFFICIENTS FOR LEFT AND
RIGHT HAND VARIABLES, NAMELY CANONICAL VARIATES, AND (3)
PRINT THE RESULTS.
REMARKS
THE NUMBER OF LEFT HAND VARIABLES MUST BE GREATER THAN
OR EQUAL TO THE NUMBER OF RIGHT HAND VARIABLES.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
CORRE (WHICH, IN TURN, CALLS THE INPUT SUBROUTINE NAMED
DATA.)
CANOR (WHICH, IN TURN, CALLS THE SUBROUTINES MINV AND
NROOT. NROOT, IN TURN, CALLS THE SUBROUTINE EIGEN.)
METHOD
REFER TO W. W. COOLEY AND P. R. LOHNES, 'MULTIVARIATE PRO-
CEDURES FOR THE BEHAVIORAL SCIENCES', JOHN WILEY AND SONS,
1962, CHAPTER 3.