RV correlation between two sets of variables: RV correlation between two sets of variables
Description
RV correlation between two sets of variables.
Usage
rv(y, x)
Value
The value of the 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 RV correlation coefficient
References
Robert P. and Escoufier Y. (1976). A Unifying Tool for Linear Multivariate Statistical Methods: The RV-Coefficient. Applied Statistics, 25(3): 257--265.