Re: [R] Measuring Goodness of a Matrix

From: Mark Difford <mark_difford_at_yahoo.co.uk>
Date: Tue, 24 Jun 2008 14:04:55 -0700 (PDT)

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
>
> ______________________________________________
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