cata (version 0.0.10.9)

rv.coef: Calculate RV Coefficient

Description

Calculate RV coefficient

Usage

rv.coef(X, Y, method = 1)

Value

RV coefficient

Arguments

X

input matrix (same dimensions as Y)

Y

input matrix (same dimensions as X)

method

1 (default) and 2 give identical RV coefficients

References

Robert, P., & Escoufier, Y. (1976). A unifying tool for linear multivariate statistical methods: the RV-coefficient. Journal of the Royal Statistical Society: Series C (Applied Statistics), 25, 257-265.

Examples

# Generate some data
set.seed(123)
X <- matrix(rnorm(8), nrow = 4)
Y <- matrix(rnorm(8), nrow = 4)

# get the RV coefficient
rv.coef(X, Y)