Perform Rv coefficient computation.

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Description

Perform Rv coefficient computation.

Usage

1
rvCoeff(S, T, type = -1)

Arguments

S

A square covariance matrix

T

A square covariance matrix

type

which Rv computation to use. 0 or 1 are faster methods. Any other value (e.g., -1) defaults to a slow, loop-based, method. The loop method is illustrative and not recommended for use.

Value

A single value that is the Rv coefficient.

Author(s)

Derek Beaton

References

Robert, P., & Escoufier, Y. (1976). A Unifying Tool for Linear Multivariate Statistical Methods: The RV-Coefficient. Journal of the Royal Statistical Society. Series C (Applied Statistics), 25(3), 257–265.

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