Figure 1

Effect of the number of variables on the MSPE andthe canonical correlation. The effect of the number of variables within each CCA component pair on (a) the mean squared prediction error, and (b) the average canonical correlation.
Effect of the number of variables on the MSPE andthe canonical correlation. The effect of the number of variables within each CCA component pair on (a) the mean squared prediction error, and (b) the average canonical correlation.