FactoMineR (version 2.9)

coeffRV: Calculate the RV coefficient and test its significance

Description

Calculate the RV coefficient and test its significance.

Usage

coeffRV(X, Y)

Value

A list containing the following components:

RV

the RV coefficient between the two matrices

RVs

the standardized RV coefficients

mean

the mean of the RV permutation distribution

variance

the variance of the RV permutation distribution

skewness

the skewness of the RV permutation distribution

p.value

the p-value associated to the test of the significativity of the RV coefficient (with the Pearson type III approximation

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)

Author

Julie Josse, Francois Husson

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

Examples

data(wine)
X <- wine[,3:7]
Y <- wine[,11:20]
coeffRV(X,Y)