mvcor: Correlation Coefficients for Multivariate Data

Correlation coefficients for multivariate data, namely the squared correlation coefficient and the RV coefficient (multivariate generalization of the squared Pearson correlation coefficient). References include Mardia K.V., Kent J.T. and Bibby J.M. (1979). "Multivariate Analysis". ISBN: 978-0124712522. London: Academic Press.

Package details

AuthorMichail Tsagris [aut, cre]
MaintainerMichail Tsagris <mtsagris@uoc.gr>
LicenseGPL (>= 2)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mvcor")

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mvcor documentation built on April 11, 2025, 5:39 p.m.