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词汇 Canonical Correlation Analysis
分类 英语词汇 英语翻译词典
释义

Canonical Correlation Analysis

英语百科

Canonical correlation

In statistics, canonical-correlation analysis (CCA) is a way of making sense of cross-covariance matrices. If we have two vectors X = (X1, ..., Xn) and Y = (Y1, ..., Ym) of random variables, and there are correlations among the variables, then canonical-correlation analysis will find linear combinations of the Xi and Yj which have maximum correlation with each other. T. R. Knapp notes "virtually all of the commonly encountered parametric tests of significance can be treated as special cases of canonical-correlation analysis, which is the general procedure for investigating the relationships between two sets of variables." The method was first introduced by Harold Hotelling in 1936. It is important to be familiar with basic linear algebra, and transposition in order to use canonical-correlation analysis.

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