search

metno / esd

An R-package designed for climate and weather data analysis, empirical-statistical downscaling, and visualisation.
87 stars 30 forks source link

CCA proportions of variance? #232

Closed puotila closed 5 years ago

puotila commented 6 years ago

Hi,

I enjoy using esd a lot, many thanks for your work! I have one issue and I wonder if you could provide me some advice.

I have not been able to figure out how to calculate the proportions of variance for canonical modes (see e.g eqs. 12.12 in the Wilks book 2006 edition). I think that is important because even the mutual correlation of variates could be high, they might explain only a small portion of variability of input variables. Have you looked into this?

Petteri

brasmus commented 5 years ago

I think that @kajsamp has improved the CCA (Canonical correlation analysis) function recently.