Compute the correlation matrix of a MatH object, i.e.
a matrix of values consistent with
a set of distributions equipped with a L2 wasserstein metric.
Usage
WH.correlation(object, ...)
# S4 method for MatH
WH.correlation(object, w = numeric(0))
Arguments
object
a MatH object
...
some optional parameters
w
it is possible to add a vector of weights (positive numbers)
having the same size of the rows of the MatH object,
default = equal weight for each row
Value
a squared matrix with the (weighted) correlations indices
References
Irpino, A., Verde, R. (2015) Basic
statistics for distributional symbolic variables: a new metric-based
approach Advances in Data Analysis and Classification, DOI
10.1007/s11634-014-0176-4