pairwise_correlation: Pairwise correlation

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pairwise_correlationR Documentation

Pairwise correlation

Description

Computes the pairwise correlations between PCs defined as u_{t}^\top C u_{s}.

Usage

pairwise_correlation(C, U)

Arguments

C

A matrix. The correlation or covariance matrix (p x p).

U

A matrix. Each column correspond to an p-dimensional PC.

Value

A float matrix (r x r).

Examples

library(datasets)
TestMat <- cor(datasets::mtcars)
mspcares <- mspca(TestMat, 2, c(4,4))
pairwise_correlation(TestMat, mspcares$x_best)

msPCA documentation built on May 16, 2026, 1:08 a.m.