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MatrixCorrelation (version 0.10.1)

Coxhead: Coxhead's coefficient

Description

Coxhead's coefficient

Usage

Coxhead(X1, X2, weighting = c("sqrt", "min"))

Value

A single value measuring the similarity of two matrices. For diagnostic purposes it is accompanied by an attribute "canonical.correlation".

Arguments

X1

first matrix to be compared (data.frames are also accepted).

X2

second matrix to be compared (data.frames are also accepted).

weighting

string indicating if weighting should be sqrt(p*q) or min(p,q) (default = 'sqrt').

References

Coxhead, P; 1974. "Measuring the releationship between two sets of variables". British Journal of Mathematical and Statistical Psychology 27: 205-212.

See Also

SMI, RV (RV2/RVadj), Rozeboom, r1 (r2/r3/r4/GCD).

Examples

Run this code
X <- matrix(rnorm(100*13),nrow=100)
X1 <- X[, 1:5]  # Random normal
X2 <- X[, 6:12] # Random normal
X2[,1] <- X2[,1] + X[,5] # Overlap in one variable
Coxhead(X1, X2)

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