rvCoeff function

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Perform Rv coefficient computation.

rvCoeff(Smat, Tmat, type)

Arguments

• Smat: A square covariance matrix
• Tmat: A square covariance matrix
• type: DEPRECATED. Any value here will be ignored

Returns

A single value that is the Rv coefficient.

References

Robert, P., & Escoufier, Y. (1976). A Unifying Tool for Linear Multivariate Statistical Methods: The RV-Coefficient. Journal of the Royal Statistical Society. Series C (Applied Statistics), 25(3), 257--265.

Author(s)

Derek Beaton