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The mulSEM package includes some multivariate analyses utilizing 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 developmental version can be installed from GitHub by:

## 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)

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.