Canonical correlation

- the statistical method that allo ws to explore the relationship between the two sets of variables. Is a kind of generalization of the Pearson correlation coefficie nt. It is a special case of Generalized linear models (GLM). This method creates the input for each of the sets of variables called. canonical variables which are weighted sums of input variables from the set. A pair of canonical variables of the two collections are called. canonical element. The method of the optimal weights in the sums (so-called