Calculating pairwise RV coefficients for a list of matrices or data.frame.
A list of data.frame or matrix, either rows or columns in each data set should be matched.
Whether columns or rows of data.frame/matrix should be matched.
The RV coefficient for each pair of matrices is calculated as Rv = trace(XX'YY')/sqrt(trace(XX'XX')*trace(YY'YY'))
The function will return a matrix containing the pairwise RV coefficients.
The variable in matrices are not automatically centered or scaled in this function. So these step may need to be performed before calling this function.
Robert, P.; Escoufier, Y. (1976). A Unifying Tool for Linear Multivariate Statistical Methods: The RV-Coefficient. Applied Statistics 25 (3): 257-265.
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