Description Usage Arguments Details Value References Examples
Subspace distance
1 | disvm(v1, v2)
|
v1 |
A matrix, each column consists of a p-dimensional vector. |
v2 |
A matrix, each column consists of a p-dimensional vector. |
This function computes the distances between two spaces using the formulation in Li, Zha, Chiaromonte (2005), which is the Frobenius norm of the difference between the two orthogonal projection matrices defined by v1 and v2.
A scaler represents the distance between the two spaces spanned by v1 and v2 respectively.
Li, B., Zha, H., and Chiaromonte, F. (2005). Contour regression: a general approach to dimension reduction. Annals of Statistics, 33(4):1580-1616.
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