Adjusted RV Coefficient

Computes the adjusted RV coefficient between two matrices, as proposed by Mordant and Segers.

adjusted_rvcoef(X, Y, lambda = 1e-06)

Arguments

X

First matrix

Y

Second matrix

lambda

The ridge penalty parameter (default is 1e-6).

Value

Adjusted RV coefficient (a value between 0 and 1)

References

Mordant, G., & Segers, J. (2006). A note on the RV coefficient. Journal of Multivariate Analysis, 97(10), 2155-2164.

Examples

X <- matrix(rnorm(100), nrow = 10)
Y <- matrix(rnorm(100), nrow = 10)
adjusted_rvcoef(X, Y)
#> [1] 0.1030264