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ntr is the number of observations in the training set
m is the number of effects in X
k is the number of responses in Y
VarXi is the percent variation in X explained by the ith factor
VarYi is the percent variation in Y explained by the ith factor
XScorei is the vector of X scores for the ith factor
YScorei is the vector of Y scores for the ith factor
XLoadi is the vector of X loadings for the ith factor
YLoadi is the vector of Y loadings for the ith factor
The vector of ith Standardized X Scores is defined as follows:
The vector of ith Standardized Y Scores is defined as follows:
The vector of ith Standardized X Loadings is defined as follows:
The vector of ith Standardized Y Loadings is defined as follows:

Help created on 3/19/2020