The p-value of the no correlation hypothesis testing.
Arguments
x
A spherical variable. A matrix with thre columns, each row is a unit vector.
y
A spherical variable. A matrix with thre columns, each row is a unit vector.
Author
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>.
Details
A very similar to the classical correlation is calcualted. In addition, a hypothesis test for no correlation is performed. Note, that this is a squared correlation actually, so negative values will never be returned.
References
Kanti V. Mardia and Peter E. Jupp. Directional statistics, pg. 254--255.