- class statsmodels.multivariate.cancorr.CanCorr(endog, exog, tolerance=1e-08, missing='none', hasconst=None, **kwargs)¶
Canonical correlation analysis using singular value decomposition
For matrices exog=x and endog=y, find projections x_cancoef and y_cancoef such that:
x1 = x * x_cancoef, x1’ * x1 is identity matrix y1 = y * y_cancoef, y1’ * y1 is identity matrix
and the correlation between x1 and y1 is maximized.
Approximate F test Perform multivariate statistical tests of the hypothesis that there is no canonical correlation between endog and exog.
Fit a model to data.
from_formula(formula, data[, subset, drop_cols])
Create a Model from a formula and dataframe.
After a model has been fit predict returns the fitted values.
Names of endogenous variables.
Names of exogenous variables.