R: Rozeboom's squared vector correlation

Rozeboom {MatrixCorrelation} | R Documentation

## Rozeboom's squared vector correlation

### Description

Rozeboom's squared vector correlation

### Usage

    Rozeboom(X1, X2)

    sqveccor(X1, X2)

### Arguments

`X1` | first `matrix` to be compared (`data.frames` are also accepted).
`X2` | second `matrix` to be compared (`data.frames` are also accepted).

### Value

A single value measuring the similarity of two matrices. For diagnostic purposes it is accompanied by an attribute "canonical.correlation".

### Author(s)

Korbinian Strimmer and Kristian Hovde Liland

### References

Rozeboom, WW; 1965. "Linear correlations between sets of variables". Psychometrika 30(1): 57-71.

### See Also

`SMI`, `RV` (RV2/RVadj), `Coxhead`, `r1` (r2/r3/r4/GCD).

### Examples

    X <- matrix(rnorm(100*13),nrow=100)
    X1 <- X[, 1:5]  # Random normal
    X2 <- X[, 6:12] # Random normal
    X2[,1] <- X2[,1] + X[,5] # Overlap in one variable
    Rozeboom(X1, X2)

[Package MatrixCorrelation version 0.9.5 Index]