Latent variables

The CCA of these data found 5 pairs of latent variables (in general, CCA will find a maximum of $\min(I,J)$ pairs of latent variables). The first and second canonical correlations are very high ($.98$ and $.85$), and so we will only consider them here. As shown in the Figure below, the latent variables extracted by the analysis are very sensitive to the ``color’’ of the wines: The first pair of latent variables isolates the red wines.