Correlate is an Excel plug-in for performing an integrative analysis of two genomic data sets.
If two sets of assays (e.g. gene expression and DNA copy number) have been performed on the same set of patient samples then sparse CCA can be used to find a set of variables in assay 1 that is maximally correlated with a set of variables in assay 2.
Sam Gross / Balasubramanian Narasimhan / Robert Tibshirani /Daniela Witten
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paper: Witten DM, Tibshirani R, and T Hastie (2009) A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis. Biostatistics 10(3): 515-534