A spherical variable. A matrix with thre columns, each row is a unit vector.
y
A spherical variable. A matrix with thre columns, each row is a unit vector.
Value
A vector including:
R-squared
The value of the squared correlation.
p-value
The p-value of the no correlation hypothesis testing.
Details
A very similar to the classical correlation is calcualted. In addition, a hypothesis test for no correlation is performed. Note, that this is a squared correlation actually, so negative values will never be returned.
References
Kanti V. Mardia and Peter E. Jupp. Directional statistics, pg. 254--255.