Adjusted RV correlation between two sets of variables | R Documentation |
Adjusted RV correlation between two sets of variables.
arv(y, x)
y |
A numerical matrix. |
x |
A numerical matrix. |
The adjusted RV correlation coefficient is computed.
The value of the adjusted RV coefficient.
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Mordant G. and Segers J. (2022). Measuring dependence between random vectors via optimal transport. Journal of Multivariate Analysis, 189: 104912.
mrv, rv, drv, sq.correl, dcor
arv( as.matrix(iris[, 1:2]), as.matrix(iris[, 3:4]) )
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