MatrixCorrelation {MatrixCorrelation}

Similiarity of Matrices Coefficients

Description

Computation and visualization of matrix correlation coefficients. The main method is the Similarity of Matrices Index, while various related measures like r1, r2, r3, r4, Yanai's GCD, RV, RV2, adjusted RV, Rozeboom's linear correlation and Coxhead's coefficient are included for comparison and flexibility.

References

• SMI: Indahl, U.G.; Næs, T.; Liland, K.H.; 2018. A similarity index for comparing coupled matrices. Journal of Chemometrics; e3049.

• RV: Robert, P.; Escoufier, Y. (1976). "A Unifying Tool for Linear Multivariate Statistical Methods: The RV-Coefficient". Applied Statistics 25 (3): 257-265.

• RV2: Smilde, AK; Kiers, HA; Bijlsma, S; Rubingh, CM; van Erk, MJ (2009). "Matrix correlations for high-dimensional data: the modified RV-coefficient". Bioinformatics 25(3): 401-5.

• Adjusted RV: Mayer, CD; Lorent, J; Horgan, GW. (2011). "Exploratory analysis of multiple omics datasets using the adjusted RV coefficient". Stat Appl Genet Mol Biol. 10(14).

• PSI: Sibson, R; 1978. "Studies in the Robustness of Multidimensional Scaling: Procrustes Statistics". Journal of the Royal Statistical Society. Series B (Methodological), Vol. 40, No. 2, pp. 234-238.

• Rozeboom: Rozeboom, WW; 1965. "Linear correlations between sets of variables". Psychometrika 30(1): 57-71.

• Coxhead: Coxhead, P; 1974. "Measuring the releationship between two sets of variables". British Journal of Mathematical and Statistical Psychology 27: 205-212.

See Also

SMI, plot.SMI (print.SMI/summary.SMI), RV (RV2/RVadj), r1 (r2/r3/r4/GCD), Rozeboom, Coxhead, allCorrelations (matrix correlation comparison).