coeffRV: Calculate the RV coefficient and test its significance
Description
Calculate the RV coefficient and test its significance.
Usage
coeffRV(X, Y)
Arguments
X
a matrix with n rows (individuals) and p numerous columns (variables)
Y
a matrix with n rows (individuals) and p numerous columns (variables)
Value
A list containing the following components:
A list containing the following components:
Details
Calculates the RV coefficient between X and Y. It returns also the standardized RV,
the expectation, the variance and the skewness under the permutation
distribution. These moments are used to approximate the exact
distribution of the RV statistic with the Pearson type III approximation and the p-value associated to this test is given.
References
Escouffier, Y. (1973) Le traitement des variables vectorielles. Biometrics 29 751--760.
Josse, J., Husson, F., Pag\`es, J. (2007) Testing the significance of the RV coefficient.
Computational Statististics and Data Analysis. 53 82--91.
Kazi-Aoual, F., Hitier, S., Sabatier, R., Lebreton, J.-D., (1995) Refined approximations to permutations tests
for multivariate inference. Computational Statistics and Data Analysis, 20, 643--656