REDUNDANCY ANALYSIS AN ALTERNATIVE FOR CANONICAL CORRELATION ANALYSIS
REDUNDANCY ANALYSIS AN ALTERNATIVE FOR CANONICAL CORRELATION ANALYSISA component method is presented maximizing Stewart and Love’s redundancy
index. Relationships with multiple correlation and principal component analysis are
pointed out and a rotational procedure for obtaining bi-orthogonal variates is given.
An elaborate example comparing canonical correlation analysis and redundancy
analysis on artificial data is presented.
Key words: principal components, generalized multiple correlation analysis, cross
battery principle component analysis.
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