rvCoeff {ExPosition}

Perform Rv coefficient computation.

Description

Perform Rv coefficient computation.

Usage

rvCoeff(Smat, Tmat, type)

Arguments

Smat

A square covariance matrix

Tmat

A square covariance matrix

type

DEPRECATED. Any value here will be ignored

Value

A single value that is the Rv coefficient.

Author(s)

Derek Beaton

References

Robert, P., & Escoufier, Y. (1976). A Unifying Tool for Linear Multivariate Statistical Methods: The RV-Coefficient. Journal of the Royal Statistical Society. Series C (Applied Statistics), 25(3), 257–265.