[R] Measuring Goodness of a Matrix

[Mark Difford]

Hi Gundala,

>> Suppose I have 2 matrices A and B.
>> And I want to measure how good each of this matrix is.

You really want to be using Robert & Escoufier's RV-coefficient (A unifying
tool for linear multivariate statistical methods: The $RV$-coefficient Appl.
Statist., 1976, 25, 257-265).

Several packages in R use it.  If I were you I would look at the coinertia()
function in package ade4, which is a fine implementation, with a good plot
method. There is also a randomization test.  You could also look at
Procrustean analysis (also with a randomization test and also implemented in
the named package).

HTH, Mark.


Gundala Viswanath wrote:
> 
> Hi all,
> 
> Suppose I have 2 matrices A and B.
> And I want to measure how good each of this matrix is.
> 
> So I intend to compare A and B with another "gold standard"
> matrix X. Meaning the more similar a matrix to X the better it is.
> 
> What is the common way in R to
> measure matrix similarity (ie. A vs X, and B vs X) ?
> 
> 
> - Gundala Viswanath
> Jakarta - Indonesia
> 
> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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