iTensor (version 1.0.2)

CorrIndex: CorrIndex

Description

Calculate the CorrIndex of the cross-correlation matrix of S_true and estimated S. The closer the value is to 0, the closer estimated S is to S_true.

Usage

CorrIndex(cross_correlation_matrix)

Value

CorrIndex, which means the closeness between S and S_true , is returned.

Arguments

cross_correlation_matrix

Cross-correlation matrix

Examples

S_true <- matrix(runif(5*5), nrow=5, ncol=5)
S <- matrix(runif(5*5), nrow=5, ncol=5)
CorrIndex(cor(S_true, S))