MatrixCorrelation (version 0.9.1)

PSI: Procrustes Similarity Index

Description

An index based on the RV coefficient with Procrustes rotation.

Usage

PSI(X1, X2)

Arguments

X1

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

X2

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

Value

The Procrustes Similarity Index

References

Sibson, R; 1978. "Studies in the Robustness of Multidimensional Scaling: Procrustes Statistics". Journal of the Royal Statistical Society. Series B (Methodological), Vol. 40, No. 2, pp. 234-238.

Examples

X1  <- scale( matrix( rnorm(100*300), 100,300), scale = FALSE)
usv <- svd(X1)
X2  <- usv$u[,-3] %*% diag(usv$d[-3]) %*% t(usv$v[,-3])
PSI(X1,X2)