Canonical Correlation Analysis Calculator
Find the maximum correlation between linear combinations of two sets of variables.
Data Summary
Observations: 5
Variables in X: 2
Variables in Y: 2
Canonical Correlations
| Pair | Correlation | Squared | Eigenvalue |
|---|---|---|---|
| 1 | NaN | NaN | NaN |
| 2 | NaN | NaN | NaN |
Covariance Matrices
Sxx (X covariance)
| 2.500 | 2.500 |
| 2.500 | 2.500 |
Syy (Y covariance)
| 2.500 | 2.500 |
| 2.500 | 2.500 |
Cross-Covariance Matrix (Sxy)
| 2.500 | 2.500 |
| 2.500 | 2.500 |
Significance Test
Wilks' Lambda: NaN
Chi-Square: NaN
Degrees of Freedom: 4
Smaller Wilks' Lambda indicates stronger canonical correlations.
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Editorial Note
MyCalcBuddy Editorial Team
This page is maintained as an educational calculator reference.
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Formula Source: Standard Mathematical References
by Various
🔄Last reviewed: May 2026
✓Formula checks are based on standard references and internal QA review.