Modified RV correlation between two sets of variables.

Modified RV correlation between two sets of variables

Correlation coefficients for multivariate data, namely the squared correlation coefficient and the RV coefficient (multivariate generalization of the squared Pearson correlation coefficient). References include Mardia K.V., Kent J.T. and Bibby J.M. (1979). "Multivariate Analysis". ISBN: 978-0124712522. London: Academic Press.

Michail Tsagris

mvcor

Correlation Coefficients for Multivariate Data

Modified RV correlation between two sets of variables function

<dl><dt>y</dt>
<dd>A numerical matrix.</dd><dt>x</dt>
<dd>A numerical matrix.</dd></dl>

Arguments

Michail Tsagris
R implementation and documentation: Michail Tsagris <a href="/link/mtsagris%40uoc.gr?package=mvcor&version=1.1" data-mini-rdoc="mvcor::mtsagris@uoc.gr">mtsagris@uoc.gr</a>.

Author

Modified RV correlation between two sets of variables — Modified RV correlation between two sets of variables

<dl>

<dt>y</dt>
<dd>A numerical matrix.</dd>

<dt>x</dt>
<dd>A numerical matrix.</dd>

</dl>

Michail Tsagris
R implementation and documentation: Michail Tsagris <a href='mailto:mtsagris@uoc.gr'>mtsagris@uoc.gr</a>.

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

Description

Usage

Value

Arguments

Author

Details

References

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Examples