Coxhead {MatrixCorrelation} | R Documentation |
Coxhead's coefficient
Description
Coxhead's coefficient
Usage
Coxhead(X1, X2, weighting = c("sqrt", "min"))
Arguments
X1 |
first |
X2 |
second |
weighting |
|
Value
A single value measuring the similarity of two matrices. For diagnostic purposes it is accompanied by an attribute "canonical.correlation".
References
Coxhead, P; 1974. "Measuring the releationship between two sets of variables". British Journal of Mathematical and Statistical Psychology 27: 205-212.
See Also
SMI
, RV
(RV2/RVadj), Rozeboom
, r1
(r2/r3/r4/GCD).
Examples
X <- matrix(rnorm(100*13),nrow=100)
X1 <- X[, 1:5] # Random normal
X2 <- X[, 6:12] # Random normal
X2[,1] <- X2[,1] + X[,5] # Overlap in one variable
Coxhead(X1, X2)
[Package MatrixCorrelation version 0.10.0 Index]