Matrix Correlation Coefficients

Computation and visualization of matrix correlation coefficients. The main method is the Similarity of Matrices Index, while various related measures like r1, r2, r3, r4, Yanai's GCD, RV, RV2, adjusted RV, Rozeboom's linear correlation and Coxhead's coefficient are included for comparison and flexibility.

Matrix Correlation Coefficients - MatrixCorrelation

Installation

# Install release version from CRAN  
install.packages("MatrixCorrelation")  
# Install development version from GitHub  
devtools::install_github("khliland/MatrixCorrelation")

Contents

• Matrix correlation measures
  • Similarity of Matrices Index (SMI)
  • RV, RV2, RVadj
  • r1, r2, r3, r4
  • Procrustes Similarity Index (PSI)
  • Coxhead
  • Rozeboom
• Principal Component Analysis tools
  • Non-naive cross-validation
  • Imputation using component estimation
• One dataset