WH.correlation2 {HistDAWass}

Method WH.correlation2

Description

Compute the correlation matrix using two MatH objects having the same number of rows, It returns a rectangular a matrix of numbers, consistent with a set of distributions equipped with a L2 wasserstein metric.

Usage

WH.correlation2(object1, object2, ...)

## S4 method for signature 'MatH,MatH'
WH.correlation2(object1, object2, w = numeric(0))

Arguments

object1

a MatH object

object2

a MatH object

...

some optional parameters

w

it is possible to add a vector of weights (positive numbers) having the same size of the rows of the MatH object, default = equal weight for each row

Value

a rectangular matrix with the weighted sum of squares

Examples

M1 <- BLOOD[, 1]
M2 <- BLOOD[, 2:3]
WH.correlation2(M1, M2)
# generate a set of random weights
RN <- runif(get.MatH.nrows(BLOOD))
WH.correlation2(M1, M2, w = RN)