MatrixCorrelation (version 0.10.0)

Coxhead: Coxhead's coefficient

Description

Coxhead's coefficient

Usage

Coxhead(X1, X2, weighting = c("sqrt", "min"))

Arguments

X1

first matrix to be compared (data.frames are also accepted).

X2

second matrix to be compared (data.frames are also accepted).

weighting

string indicating if weighting should be sqrt(p*q) or min(p,q) (default = 'sqrt').

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

# NOT RUN {
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)
# }