Relates two blocks of numeric columns via stats::cancor on standardized
data, reporting canonical correlations with Wilks' lambda significance
tests, raw coefficients, and structure correlations.
Arguments
- data
A data frame.
- x_cols
<
tidy-select> Numeric columns of the first set.- y_cols
<
tidy-select> Numeric columns of the second set; must not overlapx_cols.- scale
Logical. If
TRUE(default), both sets are standardized so coefficients live on the standardized scale.
Value
An object of class mv_cancor: a list with components
correlations (tibble with dimension, canonical_correlation,
wilks_lambda, chi_square, df, p_value), x_coef (tibble with
variable and Can1...), y_coef, x_structure (tibble with
variable and Can1... structure correlations), y_structure, and
meta (where n_dropped counts rows incomplete in either column
set).
Examples
r = mv_cancor(mtcars, mpg:disp, hp:wt)
r$correlations
#> # A tibble: 3 × 6
#> dimension canonical_correlation wilks_lambda chi_square df p_value
#> <int> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 1 0.965 0.0514 81.6 9 7.64e-14
#> 2 2 0.510 0.739 8.31 4 8.09e- 2
#> 3 3 0.0320 0.999 0.0281 1 8.67e- 1