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Coxhead's coefficient
Coxhead(X1, X2, weighting = c("sqrt", "min"))
A single value measuring the similarity of two matrices. For diagnostic purposes it is accompanied by an attribute "canonical.correlation".
first matrix to be compared (data.frames are also accepted).
matrix
data.frames
second matrix to be compared (data.frames are also accepted).
string indicating if weighting should be sqrt(p*q) or min(p,q) (default = 'sqrt').
string
sqrt(p*q)
min(p,q)
Coxhead, P; 1974. "Measuring the releationship between two sets of variables". British Journal of Mathematical and Statistical Psychology 27: 205-212.
SMI, RV (RV2/RVadj), Rozeboom, r1 (r2/r3/r4/GCD).
SMI
RV
Rozeboom
r1
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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