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MatrixCorrelation (version 0.10.1)

Rozeboom: Rozeboom's squared vector correlation

Description

Rozeboom's squared vector correlation

Usage

Rozeboom(X1, X2)

sqveccor(X1, X2)

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).

Author

Korbinian Strimmer and Kristian Hovde Liland

References

Rozeboom, WW; 1965. "Linear correlations between sets of variables". Psychometrika 30(1): 57-71.

See Also

SMI, RV (RV2/RVadj), Coxhead, 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
Rozeboom(X1, X2)

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