NAG Library Manual, Mark 28.5
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G03ADF Example Program Results

 Rank of X = 2 Rank of Y = 2

 Canonical    Eigenvalues Percentage     Chisq      DF     Sig
 correlations              variation
       0.9570      0.9159     0.8746   14.3914     4.0  0.0061
       0.3624      0.1313     0.1254    0.7744     1.0  0.3789

 Canonical Coefficients for X
             1          2
 1     -0.4261     1.0337
 2     -0.3444    -1.1136

 Canonical Coefficients for Y
          1       2
 1  -0.1415  0.1504
 2  -0.2384 -0.3424