Correlations

http://www.macroaxis.com/invest/menu/pitchletHome/marketCorrelation

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http://www.ats.ucla.edu/stat/R/dae/canonical.htm

Examples of Canonical Correlation Analysis

Example 1. A researcher has collected data on three psychological variables, four academic variables (standardized test scores) and gender for 600 college freshman. She is interested in how the set of psychological variables (set 1) relates to the academic variables and gender (set 2). In particular, the researcher is interested in how many dimensions are necessary to understand the association between the two sets of variables.

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