Spherical-spherical correlation
Correlation between two spherical variables.
spher.cor(x, y)
x |
A spherical variable. A matrix with thre columns, each row is a unit vector. |
y |
A spherical variable. A matrix with thre columns, each row is a unit vector. |
A very similar to the classical correlation is calcualted. In addition, a hypothesis test for no correlation is performed. Note, that this is a squared correlation actually, so negative values will never be returned.
A vector including:
R-squared |
The value of the squared correlation. |
p-value |
The p-value of the no correlation hypothesis testing. |
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>
Kanti V. Mardia and Peter E. Jupp. Directional statistics, pg. 254–255.
x <- rvmf(100, rnorm(3), 10) y <- rvmf(100, rnorm(3), 10) spher.cor(x, y)
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