C MCAN 10
C ..................................................................MCAN 20
C MCAN 30
C SAMPLE MAIN PROGRAM FOR CANONICAL CORRELATION - MCANO MCAN 40
C MCAN 50
C PURPOSE MCAN 60
C (1) READ THE PROBLEM PARAMETER CARD FOR A CANONICAL MCAN 70
C CORRELATION, (2) CALL TWO SUBROUTINES TO CALCULATE SIMPLE MCAN 80
C CORRELATIONS, CANONICAL CORRELATIONS, CHI-SQUARES, DEGREES MCAN 90
C OF FREEDOM FOR CHI-SQUARES, AND COEFFICIENTS FOR LEFT AND MCAN 100
C RIGHT HAND VARIABLES, NAMELY CANONICAL VARIATES, AND (3) MCAN 110
C PRINT THE RESULTS. MCAN 120
C MCAN 130
C REMARKS MCAN 140
C THE NUMBER OF LEFT HAND VARIABLES MUST BE GREATER THAN MCAN 150
C OR EQUAL TO THE NUMBER OF RIGHT HAND VARIABLES. MCAN 160
C MCAN 170
C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED MCAN 180
C CORRE (WHICH, IN TURN, CALLS THE INPUT SUBROUTINE NAMED MCAN 190
C DATA.) MCAN 200
C CANOR (WHICH, IN TURN, CALLS THE SUBROUTINES MINV AND MCAN 210
C NROOT. NROOT, IN TURN, CALLS THE SUBROUTINE EIGEN.) MCAN 220
C MCAN 230
C METHOD MCAN 240
C REFER TO W. W. COOLEY AND P. R. LOHNES, 'MULTIVARIATE PRO- MCAN 250
C CEDURES FOR THE BEHAVIORAL SCIENCES', JOHN WILEY AND SONS, MCAN 260
C 1962, CHAPTER 3. MCAN 270
C MCAN 280
C ..................................................................MCAN 290
C MCAN 300
C THE FOLLOWING DIMENSIONS MUST BE GREATER THAN OR EQUAL TO THE MCAN 310
C TOTAL NUMBER OF VARIABLES M (M=MP+MQ, WHERE MP IS THE NUMBER OF MCAN 320
C LEFT HAND VARIABLES, AND MQ IS THE NUMBER OF RIGHT HAND VARI- MCAN 330
C ABLES).. MCAN 340
C MCAN 350
DIMENSION XBAR(20),STD(20),CANR(20),CHISQ(20),NDF(20) MCAN 360
C MCAN 370
C THE FOLLOWING DIMENSION MUST BE GREATER THAN OR EQUAL TO THE MCAN 380
C PRODUCT OF M*M.. MCAN 390
C MCAN 400
DIMENSION RX(400) MCAN 410
C MCAN 420
C THE FOLLOWING DIMENSION MUST BE GREATER THAN OR EQUAL TO MCAN 430
C (M+1)*M/2.. MCAN 440
C MCAN 450
DIMENSION R(210) MCAN 460
C MCAN 470
C THE FOLLOWING DIMENSION MUST BE GREATER THAN OR EQUAL TO THE MCAN 480
C PRODUCT OF MP*MQ.. MCAN 490
C MCAN 500
DIMENSION COEFL(400) MCAN 510
C MCAN 520
C THE FOLLOWING DIMENSION MUST BE GREATER THAN OR EQUAL TO THE MCAN 530
C PRODUCT OF MQ*MQ.. MCAN 540
C MCAN 550
DIMENSION COEFR(400) MCAN 560
C MCAN 570
C ..................................................................MCAN 580
C MCAN 590
C IF A DOUBLE PRECISION VERSION OF THIS ROUTINE IS DESIRED, THE MCAN 600
C C IN COLUMN 1 SHOULD BE REMOVED FROM THE DOUBLE PRECISION MCAN 610
C STATEMENT WHICH FOLLOWS. MCAN 620
C MCAN 630
C DOUBLE PRECISION XBAR,STD,RX,R,CANR,CHISQ,COEFL,COEFR MCAN 640
C MCAN 650
C THE C MUST ALSO BE REMOVED FROM DOUBLE PRECISION STATEMENTS MCAN 660
C APPEARING IN OTHER ROUTINES USED IN CONJUNCTION WITH THIS MCAN 670
C ROUTINE. MCAN 680
C MCAN 690
C ...............................................................MCAN 700
C MCAN 710
1 FORMAT(A4,A2,I5,2I2) MCAN 720
2 FORMAT(27H1CANONICAL CORRELATION.....,A4,A2//22H NO. OF OBSERVATMCAN 730
1IONS,8X,I4/29H NO. OF LEFT HAND VARIABLES,I5/30H NO. OF RIGHT MCAN 740
3HAND VARIABLES,I4/) MCAN 750
3 FORMAT(6H0MEANS/(8F15.5)) MCAN 760
4 FORMAT(20H0STANDARD DEVIATIONS/(8F15.5)) MCAN 770
5 FORMAT(25H0CORRELATION COEFFICIENTS) MCAN 780
6 FORMAT(4H0ROW,I3/(10F12.5)) MCAN 790
7 FORMAT(1H0//12H NUMBER OF, 7X,7HLARGEST,7X,13HCORRESPONDING,31X,MCAN 800
17HDEGREES/13H EIGENVALUES,5X,10HEIGENVALUE,7X,9HCANONICAL,7X, MCAN 810
26HLAMBDA,5X,10HCHI-SQUARE,7X,2H0F/4X,7HREMOVED,7X,9HREMAINING,7X, MCAN 820
311HCORRELATION,32X,7HFREEDOM/) MCAN 830
8 FORMAT(1H ,I7,F19.5,F16.5,2F14.5,5X,I5) MCAN 840
9 FORMAT(1H0/22H CANONICAL CORRELATION,F12.5) MCAN 850
10 FORMAT(39H0 COEFFICIENTS FOR LEFT HAND VARIABLES/(8F15.5)) MCAN 860
11 FORMAT(40H0 COEFFICIENTS FOR RIGHT HAND VARIABLES/(8F15.5)) MCAN 870
C MCAN 880
C ..................................................................MCAN 890
C MCAN 900
C READ PROBLEM PARAMETER CARD MCAN 910
C MCAN 920
100 READ (5,1,END=999) PR,PR1,N,MP,MQ MCAN 930
C PR.......PROBLEM NUMBER (MAY BE ALPHAMERIC) MCAN 940
C PR1......PROBLEM NUMBER (CONTINUED) MCAN 950
C N........NUMBER OF OBSERVATIONS MCAN 960
C MP.......NUMBER OF LEFT HAND VARIABLES MCAN 970
C MQ.......NUMBER OF RIGHT HAND VARIABLES MCAN 980
C MCAN 990
WRITE (6,2) PR,PR1,N,MP,MQ MCAN1000
C MCAN1010
M=MP+MQ MCAN1020
IO=0 MCAN1030
X=0.0 MCAN1040
C MCAN1050
CALL CORRE (N,M,IO,X,XBAR,STD,RX,R,CANR,CHISQ,COEFL) MCAN1060
C MCAN1070
C PRINT MEANS, STANDARD DEVIATIONS, AND CORRELATION MCAN1080
C COEFFICIENTS OF ALL VARIABLES MCAN1090
C MCAN1100
WRITE (6,3) (XBAR(I),I=1,M) MCAN1110
WRITE (6,4) (STD(I),I=1,M) MCAN1120
WRITE (6,5) MCAN1130
DO 160 I=1,M MCAN1140
DO 150 J=1,M MCAN1150
IF(I-J) 120, 130, 130 MCAN1160
120 L=I+(J*J-J)/2 MCAN1170
GO TO 140 MCAN1180
130 L=J+(I*I-I)/2 MCAN1190
140 CANR(J)=R(L) MCAN1200
150 CONTINUE MCAN1210
160 WRITE (6,6) I,(CANR(J),J=1,M) MCAN1220
C MCAN1230
CALL CANOR (N,MP,MQ,R,XBAR,STD,CANR,CHISQ,NDF,COEFR,COEFL,RX) MCAN1240
C MCAN1250
C PRINT EIGENVALUES, CANONICAL CORRELATIONS, LAMBDA, CHI-SQUARES, MCAN1260
C DEGREES OF FREEDOMS MCAN1270
C MCAN1280
WRITE (6,7) MCAN1290
DO 170 I=1,MQ MCAN1300
N1=I-1 MCAN1310
C MCAN1320
C TEST WHETHER EIGENVALUE IS GREATER THAN ZERO MCAN1330
C MCAN1340
IF(XBAR(I)) 165, 165, 170 MCAN1350
165 MM=N1 MCAN1360
GO TO 175 MCAN1370
170 WRITE (6,8) N1,XBAR(I),CANR(I),STD(I),CHISQ(I),NDF(I) MCAN1380
MM=MQ MCAN1390
C MCAN1400
C PRINT CANONICAL COEFFICIENTS MCAN1410
C MCAN1420
175 N1=0 MCAN1430
N2=0 MCAN1440
DO 200 I=1,MM MCAN1450
WRITE (6,9) CANR(I) MCAN1460
DO 180 J=1,MP MCAN1470
N1=N1+1 MCAN1480
180 XBAR(J)=COEFL(N1) MCAN1490
WRITE (6,10) (XBAR(J),J=1,MP) MCAN1500
DO 190 J=1,MQ MCAN1510
N2=N2+1 MCAN1520
190 XBAR(J)=COEFR(N2) MCAN1530
WRITE (6,11) (XBAR(J),J=1,MQ) MCAN1540
200 CONTINUE MCAN1550
GO TO 100 MCAN1560
999 STOP
END MCAN1570