Adjusted RV correlation between two sets of variables {mvcor} | R Documentation |
Adjusted RV correlation between two sets of variables
Description
Adjusted RV correlation between two sets of variables.
Usage
arv(y, x)
Arguments
y |
A numerical matrix. |
x |
A numerical matrix. |
Details
The adjusted RV correlation coefficient is computed.
Value
The value of the adjusted RV coefficient.
Author(s)
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Mordant G. and Segers J. (2022). Measuring dependence between random vectors via optimal transport. Journal of Multivariate Analysis, 189: 104912.
See Also
mrv, rv, drv, sq.correl, bcdcor
Examples
arv( as.matrix(iris[, 1:2]), as.matrix(iris[, 3:4]) )
[Package mvcor version 1.0 Index]