Glossary
- Canonical correlation:
-
Correlation between two canonical variates of the same pair. This is the criterion optimized by CCA
- Canonical loadings:
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Correlation between the original variables and the canonical variates. Sometimes used as a synonym for canonical vectors (because these quantities differ only by their normalization)
- Canonical variates:
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The latent variables (one per data table) computed in CCA (also called canonical variables, canonical variable scores, or canonical factor scores). The canonical variates have maximal correlation
- Canonical vectors:
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The set of coefficients of the linear combinations used to compute the canonical variates, also called canonical weights. Canonical vectors are also sometimes called canonical loadings
- Latent variable:
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A linear combination of the variables of one data table. In general, a latent variable is computed to satisfy some predefined criterion
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Abdi, H., Guillemot, V., Eslami, A., Beaton, D. (2018). Canonical Correlation Analysis. In: Alhajj, R., Rokne, J. (eds) Encyclopedia of Social Network Analysis and Mining. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-7131-2_110191
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