pcor: Projection Correlatoin

In YilinZhang97/PC: Projection correlation

Description

Calculate the projection correlation of two random vectors. Two vectors can be with different dimensions, but with equal sample sizes.

Usage

pcor(X, Y)

Arguments

X	A numeric matrix, n*p, each row of the matrix is i.i.d generated from one vector
Y	A numeric matrix, n*q, each row of the matrix is i.i.d generated from the other vector

Value

The projection correlation of X and Y

References

L.Zhu, K.Xu, R.Li, W.Zhong(2017). Projection correlation between two random vectors. Biometrika, Volume 104, Pages 829<e2><80><93>843. https://doi.org/10.1093/biomet/asx043

See Also

pcor.test

Examples

X = matrix(rnorm(100*34,1),100,34)
Y = matrix(rnorm(100*62,1),100,62)
pcor(X,Y)

YilinZhang97/PC documentation built on May 28, 2019, 2:46 p.m.