3.11.15.1.3. statsmodels.stats.multivariate_tools.cc_stats¶

statsmodels.stats.multivariate_tools.cc_stats(x1, x2, demean=True)[source]¶

MANOVA statistics based on canonical correlation coefficient

Calculates Pillai’s Trace, Wilk’s Lambda, Hotelling’s Trace and Roy’s Largest Root.

Parameters:

x1, x2 : ndarrays, 2_D

two 2-dimensional data arrays, observations in rows, variables in columns

demean : bool

If demean is true, then the mean is subtracted from each variable.

Returns:

res : dict

Dictionary containing the test statistics.

Notes

same as canon in Stata

missing: F-statistics and p-values

TODO: should return a results class instead produces nans sometimes, singular, perfect correlation of x1, x2 ?