canonical variate analysis

synonym: canonical analysis
https://doi.org/10.1351/goldbook.10088
Multivariate technique which finds linear combinations of two sets of data that are most highly correlated.
Notes:
  1. The combinations with the greatest correlation, denoted U1 and V1 are known as the "first canonical variables". The next canonical functions, U2 and V2 are then restricted so that they are uncorrelated with U1 and V1. Everything is scaled so that the variance equals 1.
  2. The relationship between the canonical variables is known as the canonical function.
Source:
PAC, 2016, 88, 407. (Vocabulary of concepts and terms in chemometrics (IUPAC Recommendations 2016)) on page 418 [Terms] [Paper]