CCA(Canonical correlation Analysis) for the model AX = BY , where X and Y both have dimension more than one.
The R code for this,
library(CCA)
res <- cc(X, Y)
#compare coefficient under same PC's
ccaPlot <- function(res, choice = 1) {
par(mfrow=c(2,1))
barplot(res$xcoef[, choice], las =2, main = paste("Coefficient of PC", choice))
barplot(res$ycoef[, choice], las=2)
}
Sample graphic