MatrixDistance function

Matrix distance

Calculates Distances between covariance matrices.

MatrixDistance(cov.x, cov.y, distance, ...)

## Default S3 method:
MatrixDistance(cov.x, cov.y, distance = c("OverlapDist", "RiemannDist"), ...)

## S3 method for class 'list'
MatrixDistance(
  cov.x,
  cov.y = NULL,
  distance = c("OverlapDist", "RiemannDist"),
  ...,
  parallel = FALSE
)

Arguments

• cov.x: Single covariance matrix or list of covariance matrices. If single matrix is supplied, it is compared to cov.y. If list is supplied and no cov.y is supplied, all matrices are compared. If cov.y is supplied, all matrices in list are compared to it.
• cov.y: First argument is compared to cov.y. Optional if cov.x is a list.
• distance: distance function for use in calculation. Currently supports "Riemann" and "Overlap".
• ...: additional arguments passed to other methods
• parallel: if TRUE and a list is passed, computations are done in parallel. Some foreach back-end must be registered, like doParallel or doMC.

Returns

If cov.x and cov.y are passed, returns distance between them.

If is a list cov.x and cov.y are passed, same as above, but for all matrices in cov.x.

If only a list is passed to cov.x, a matrix of Distances is returned

Examples

c1 <- RandomMatrix(10)
c2 <- RandomMatrix(10)
c3 <- RandomMatrix(10)
MatrixDistance(c1, c2, "OverlapDist")
MatrixDistance(c1, c2, "RiemannDist")

# Compare multiple matrices
MatrixDistance(list(c1, c2, c3), distance = "OverlapDist")

# Compare multiple matrices to a target matrix
c4 <- RandomMatrix(10)
MatrixDistance(list(c1, c2, c3), c4)

See Also

RiemannDist,OverlapDist

Author(s)

Diogo Melo