Rozeboom: Rozeboom's squared vector correlation

In MatrixCorrelation: Matrix Correlation Coefficients

Rozeboom's squared vector correlation

Description

Rozeboom's squared vector correlation

Usage

Rozeboom(X1, X2)

sqveccor(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

A single value measuring the similarity of two matrices. For diagnostic purposes it is accompanied by an attribute "canonical.correlation".

Author(s)

Korbinian Strimmer and Kristian Hovde Liland

References

Rozeboom, WW; 1965. "Linear correlations between sets of variables". Psychometrika 30(1): 57-71.

See Also

SMI, RV (RV2/RVadj), Coxhead, r1 (r2/r3/r4/GCD).

Examples

X <- matrix(rnorm(100*13),nrow=100)
X1 <- X[, 1:5]  # Random normal
X2 <- X[, 6:12] # Random normal
X2[,1] <- X2[,1] + X[,5] # Overlap in one variable
Rozeboom(X1, X2)

MatrixCorrelation documentation built on April 19, 2022, 1:06 a.m.