Spherical-spherical correlation {Directional} | R Documentation |
Spherical-spherical correlation
Description
Correlation between two spherical variables.
Usage
spher.cor(x, y)
Arguments
x |
A spherical variable. A matrix with thre columns, each row is a unit vector. |
y |
A spherical variable. A matrix with thre columns, each row is a unit vector. |
Details
A very similar to the classical correlation is calcualted. In addition, a hypothesis test for no correlation is performed. Note, that this is a squared correlation actually, so negative values will never be returned.
Value
A vector including:
R-squared |
The value of the squared correlation. |
p-value |
The p-value of the no correlation hypothesis testing. |
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>.
References
Kanti V. Mardia and Peter E. Jupp. Directional statistics, pg. 254–255.
See Also
spher.reg, vmf.mle, circ.cor1, circ.cor2
Examples
x <- rvmf(100, rnorm(3), 10)
y <- rvmf(100, rnorm(3), 10)
spher.cor(x, y)