R: Correlation matrix distance

cmd {MESS} | R Documentation

## Correlation matrix distance

### Description

Computes the correlation matrix distance between two correlation matrices

### Usage

    cmd(x, y)

### Arguments

`x` | First correlation matrix
`y` | Second correlation matrix

### Value

Returns the correlation matrix distance, which is a value between 0 and 1. The correlation matrix distance becomes zero for equal correlation matrices and unity if they differ to a maximum extent.

### Author(s)

Claus Ekstrom claus@rprimer.dk

### References

Herdin, M., and Czink, N., and Ozcelik, H., and Bonek, E. (2005). Correlation matrix distance, a meaningful measure for evaluation of non-stationary mimo channels. IEEE VTC.

### Examples

    m1 <- matrix(rep(1, 16), 4)
    m2 <- matrix(c(1, 0, .5, .5, 0, 1, .5, .5, .5, .5, 1, .5, .5, .5, .5, 1), 4)
    m3 <- matrix(c(1, 1, 0, 0, 1, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1), 4)
    cmd(m1, m1)
    cmd(m1, m2)
    cmd(m2, m3)

[Package MESS version 0.5.9 Index]