Description Usage Arguments Value
Creates transformed Kendall's scatter matrix between two sets of variables, x and y, to be used in scale invariant CCA
1 | transcorK(x, y, eigenmin = 0.001)
|
x |
The first data matrix to be included in the calculation of the transformed Kendall scatter matrix |
y |
The second data matrix to be included in the calculation of the transformed Kendall scatter matrix |
eigenmin |
The minimum eigenvalue when transforming matrix to be positive definite |
The estimate of the scatter matrix for data using the transformation of Kendall's tau
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