\(\DeclareMathOperator{\cor}{cor}\) \(\newcommand{\matrice}[1]{\mathbf{#1}}\) \(\newcommand{\X}{\matrice{X}}\) \(\newcommand{\Y}{\matrice{Y}}\) \(\newcommand{\P}{\matrice{P}}\) \(\newcommand{\Q}{\matrice{Q}}\) \(\newcommand{\p}{\matrice{p}}\) \(\newcommand{\q}{\matrice{q}}\)
The following Figure displays the loadings for, respectively, \( \X \) and \(\Y\) (i.e., matrices \(\P\) and \(\Q\)) for the first two dimensions of the analysis.
