R: Coxhead's coefficient

Coxhead {MatrixCorrelation} | R Documentation

## Coxhead's coefficient

### Description

Coxhead's coefficient

### Usage

    Coxhead(X1, X2, weighting = c("sqrt", "min"))

### Arguments

`X1` | first `matrix` to be compared (`data.frames` are also accepted).
`X2` | second `matrix` to be compared (`data.frames` are also accepted).
`weighting` | `string` indicating if weighting should be `sqrt(p*q)` or `min(p,q)` (default = 'sqrt').

### Value

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

### References

Coxhead, P; 1974. "Measuring the releationship between two sets of variables". British Journal of Mathematical and Statistical Psychology 27: 205-212.

### See Also

`SMI`, `RV` (RV2/RVadj), `Rozeboom`, `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
    Coxhead(X1, X2)

[Package MatrixCorrelation version 0.9.5 Index]