nag_mv_canon_var (g03acc) Example Program Results

Rank of x =  3

Canonical    Eigenvalues     Percentage   CHISQ        DF          SIG 
Correlations                 Variation
      0.8826      3.5238      0.9795      7.9032      6.0000      0.2453
      0.2623      0.0739      0.0205      0.3564      2.0000      0.8368

Canonical Coefficients for X
  -1.7070   0.7277
  -1.3481   0.3138
   0.9327   1.2199

Canonical variate means
   0.9841   0.2797
   1.1805  -0.2632
  -2.1646  -0.0164