CorrIndex: CorrIndex

In iTensor: ICA-Based Matrix/Tensor Decomposition

CorrIndex

Description

Calculate the CorrIndex of the cross-correlation matrix of S_true and estimated S. The closer the value is to 0, the closer estimated S is to S_true.

Usage

CorrIndex(cross_correlation_matrix)

Arguments

cross_correlation_matrix

Cross-correlation matrix

Value

CorrIndex, which means the closeness between S and S_true , is returned.

Examples

S_true <- matrix(runif(5*5), nrow=5, ncol=5)
S <- matrix(runif(5*5), nrow=5, ncol=5)
CorrIndex(cor(S_true, S))

iTensor documentation built on April 28, 2023, 9:11 a.m.