A non parametric canonical correlation analysis

[rajendramanshre]

I want to learn a non parametric canonical correlation analysis. I have two sets data as their linear combination of 3 or more variables and do not follow approximate multi variate normal distribution.
How could I get its solution in SAS or in any other software?
Thanks 🙏

[PaigeMiller]

I am not aware of (and google does not find) examples of doing non parametric canonical correlation in SAS. I can't speak about other software (but maybe google can)

[rajendramanshre]

I didn't find it in Google and so, am asking for help.

[PaigeMiller]

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@rajendramanshre wrote:
I didn't find it in Google and so, am asking for help.

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I think that means you can't do it in SAS right now, unless you write your own code.

[Ksharp]

Firstly PROC CANCORR can do canonical correlation analysis.

But for non parametric canonical correlation analysis,
I guess you could get ranks of variables by PROC RANK ,and you could feed it into PROC CANCORR.

And maybe @StatDave know more thing.