典型相关分析(canonical correlation analysis):是先将较多变量转化为少数几个典型变量,再通过其间的典型相关系数来综合描述两组多元随机变量之间关系的统计方法。有助于综合地描述两组变量之间典型的相关关系。其条件是两组变量均是连续变量,其资料均必须服从多元正态分布。 Canonical correlation analysis: The first is to convert more variables into a few typical variables, and then through the typical correlation coefficient between them to describe the statistical method of the relationship between two groups of multivariate random variables. It helps to describe the typical correlation between two groups of variables. The condition is that the two variables are continuous variables, the data must be subject to multivariate normal distribution.