View source: R/multiscaleSVDxpts.R
adjusted_rvcoef | R Documentation |
Computes the adjusted RV coefficient between two matrices, as proposed by Mordant and Segers.
adjusted_rvcoef(X, Y, lambda = 0.000001)
X |
First matrix |
Y |
Second matrix |
lambda |
The ridge penalty parameter (default is 1e-6). |
Adjusted RV coefficient (a value between 0 and 1)
Mordant, G., & Segers, J. (2006). A note on the RV coefficient. Journal of Multivariate Analysis, 97(10), 2155-2164.
X <- matrix(rnorm(100), nrow = 10)
Y <- matrix(rnorm(100), nrow = 10)
adjusted_rvcoef(X, Y)
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