HPCANDISC Procedure
The HPCANDISC procedure performs canonical discriminant analysis and is a highperformance version of the CANDISC procedure in SAS/STAT software. Canonical discriminant analysis is a dimensionreduction
technique related to principal component analysis and canonical correlation. PROC HPCANDISC runs in either singlemachine mode or distributed mode. The procedure enables you to do the following:
 performs a canonical discriminant analysis
 computes squared Mahalanobis distances between class means
 performs both univariate and oneway multivariate analyses of variance
 perform weighted analysis
 display both standardized and unstandardized canonical coefficients
 display correlations between the canonical variables and the original variables as well as the class means for the canonical variables

 test the hypothesis that each canonical correlation and all smaller canonical correlations are zero in the population
 create a data set that contains the canonical coefficients
 create a data set that contains scored canonical variables
 specify performance options for multithreaded and distributed computing

For further details see the SAS/STAT User's Guide:
The HPCANDISC Procedure
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Examples