PSI | R Documentation |
An index based on the RV coefficient with Procrustes rotation.
PSI(X1, X2, center = TRUE)
X1 |
first |
X2 |
second |
center |
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The Procrustes Similarity Index
Sibson, R; 1978. "Studies in the Robustness of Multidimensional Scaling: Procrustes Statistics". Journal of the Royal Statistical Society. Series B (Methodological), Vol. 40, No. 2, pp. 234-238.
X1 <- scale( matrix( rnorm(100*300), 100,300), scale = FALSE) usv <- svd(X1) X2 <- usv$u[,-3] %*% diag(usv$d[-3]) %*% t(usv$v[,-3]) PSI(X1,X2)
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