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mvcor (version 1.1)

Adjusted RV correlation between two sets of variables: Adjusted RV correlation between two sets of variables

Description

Adjusted RV correlation between two sets of variables.

Usage

arv(y, x)

Value

The value of the adjusted RV coefficient.

Arguments

y

A numerical matrix.

x

A numerical matrix.

Author

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

Details

The adjusted RV correlation coefficient is computed.

References

Mordant G. and Segers J. (2022). Measuring dependence between random vectors via optimal transport. Journal of Multivariate Analysis, 189: 104912.

See Also

mrv, rv, drv, sq.correl, dcor

Examples

Run this code
arv( as.matrix(iris[, 1:2]), as.matrix(iris[, 3:4]) )

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