Compute the correlation matrix using two MatH objects having the same number of rows,
It returns a rectangular a matrix of numbers, consistent with
a set of distributions equipped with a L2 wasserstein metric.
Usage
WH.correlation2(object1, object2, ...)
# S4 method for MatH,MatH
WH.correlation2(object1, object2, w = numeric(0))
Arguments
object1
a MatH object
object2
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 rectangular matrix with the weighted sum of squares
# NOT RUN {M1<-BLOOD[,1]
M2<-BLOOD[,2:3]
WH.correlation2(M1,M2)
# generate a set of random weightsRN<-runif(get.MatH.nrows(BLOOD))
WH.correlation2(M1,M2,w=RN)
# }