We can evaluate the adjusted expectation for each canonical direction and determine their corresponding standardised values. To see these we use the cda+ option:
BD>show: cda+
Figure 17: Canonical direction expectations
giving the output shown in figure 17 (We discuss expectations for the canonical directions in section 5.4.) Each canonical direction has prior expectation zero and an adjusted expectation for the data actually seen. Also shown is the magnitude of the difference in standard deviations. That is, recalling that each canonical direction has prior expectation zero, for each direction , we see , , and .