PSI: Procrustes Similarity Index

Description Usage Arguments Value References Examples

View source: R/PMI.R

Description

An index based on the RV coefficient with Procrustes rotation.

Usage

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PSI(X1, X2)

Arguments

X1

first matrix to be compared (data.frames are also accepted).

X2

second matrix to be compared (data.frames are also accepted).

Value

The Procrustes Similarity Index

References

Sibson, R; 1978. "Studies in the Robustness of Multidimensional Scaling: Procrustes Statistics". Journal of the Royal Statistical Society. Series B (Methodological), Vol. 40, No. 2, pp. 234-238.

Examples

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X1  <- scale( matrix( rnorm(100*300), 100,300), scale = FALSE)
usv <- svd(X1)
X2  <- usv$u[,-3] %*% diag(usv$d[-3]) %*% t(usv$v[,-3])
PSI(X1,X2)

MatrixCorrelation documentation built on Sept. 25, 2017, 1:04 a.m.