powered by
Rozeboom's squared vector correlation
Rozeboom(X1, X2)sqveccor(X1, X2)
sqveccor(X1, X2)
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).
Korbinian Strimmer and Kristian Hovde Liland
Rozeboom, WW; 1965. "Linear correlations between sets of variables". Psychometrika 30(1): 57-71.
SMI, RV (RV2/RVadj), Coxhead, r1 (r2/r3/r4/GCD).
SMI
RV
Coxhead
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 Rozeboom(X1, X2)
Run the code above in your browser using DataLab