R: All correlations

allCorrelations {MatrixCorrelation}

R Documentation

All correlations

Description

Compare all correlation measures in the package (or a subset)

Usage

allCorrelations(X1, X2, ncomp1, ncomp2, methods = c("SMI", "RV", "RV2",
  "RVadj", "PSI", "r1", "r2", "r3", "r4", "GCD"), digits = 3, plot = TRUE,
  xlab = "", ylab = "", ...)

Arguments

`X1`	first `matrix` to be compared (`data.frames` are also accepted).
`X2`	second `matrix` to be compared (`data.frames` are also accepted).
`ncomp1`	maximum number of subspace components from the first `matrix`.
`ncomp2`	maximum number of subspace components from the second `matrix`.
`methods`	`character` vector containing a subset of the supported methods: "SMI", "RV", "RV2", "RVadj", "PSI", "r1", "r2", "r3", "r4", "GCD".
`digits`	number of digits for numerical output.
`plot`	logical indicating if plotting should be performed (default = TRUE).
`xlab`	optional x axis label.
`ylab`	optional y axis label.
`...`	additional arguments for `SMI` or `plot`.

Details

For each of the three coefficients a single scalar is computed to describe the similarity between the two input matrices.

Value

A single value measuring the similarity of two matrices.

Author(s)

Kristian Hovde Liland

References

RV: Robert, P.; Escoufier, Y. (1976). "A Unifying Tool for Linear Multivariate Statistical Methods: The RV-Coefficient". Applied Statistics 25 (3): 257-265.
RV2: Smilde, AK; Kiers, HA; Bijlsma, S; Rubingh, CM; van Erk, MJ (2009). "Matrix correlations for high-dimensional data: the modified RV-coefficient". Bioinformatics 25(3): 401-5.
Adjusted RV: Maye, CD; Lorent, J; Horgan, GW. (2011). "Exploratory analysis of multiple omics datasets using the adjusted RV coefficient". Stat Appl Genet Mol Biol. 10(14).

Examples

X1  <- scale( matrix( rnorm(100*300), 100,300), scale = FALSE)
usv <- svd(X1)
X2  <- usv$u[,-3] %*% diag(usv$d[-3]) %*% t(usv$v[,-3])

allCorrelations(X1,X2, ncomp1 = 5,ncomp2 = 5)

[Package MatrixCorrelation version 0.9.2 Index]