Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, canonical correlation analysis, introduced by Harold Hotelling, is a way of making sense of cross-covariance matrices. If we have two sets of variables, x_1, dots, x_n and y_1, dots, y_m, and there are correlations among the variables, then canonical correlation analysis will enable us to find linear combinations of the x 's and the y 's which have maximum correlation with each other.

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.