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Regression, Discriminant Analysis, and Canonical Correlation Analysis with Homals

Abstract

It is shown that the homals package in R can be used for multiple regression, multi-group discriminant analysis, and canonical correlation analysis. The homals solutions are only different from the more conventional ones in the way the dimensions are scaled by the eigenvalues.It is shown that the homals package in R can be used for multiple regression, multi-group discriminant analysis, and canonical correlation analysis. The homals solutions are only different from the more conventional ones in the way the dimensions are scaled by the eigenvalues.

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