The mulSEM package provides multivariate analyses using a structural equation modeling (SEM) approach through the OpenMx package. These analyses include canonical correlation analysis (CANCORR), redundancy analysis (RDA), and multivariate principal component regression (MPCR).

You may install it from CRAN by:

install.packages("mulSEM")

The development version can be installed from GitHub:

## Install remotes package if it has not been installed yet
# install.packages("remotes")

remotes::install_github("mikewlcheung/mulsem")

library(mulSEM)

## Canonical Correlation Analysis
cancorr(X_vars=c("Weight", "Waist", "Pulse"),
        Y_vars=c("Chins", "Situps", "Jumps"),
        data=sas_ex1)

## Redundancy Analysis
rda(X_vars=c("x1", "x2", "x3", "x4"),
    Y_vars=c("y1", "y2", "y3"),
    data=sas_ex2)
    
## Multivariate Principal Component Regression  
mpcr(X_vars=c("AU", "CC", "CL", "CO", "DF", "FB", "GR", "MW"),
     Y_vars=c("IDE", "IEE", "IOCB", "IPR", "ITS"),
     pca="COR", pc_select=1,
     data=Nimon21)