relative difference between covariance matrices
The sample covariance matrices are computed from compositions expressed in the same isometric logratio coordinates.
rdcm(x, y)
x |
matrix or data frame |
y |
matrix or data frame of the same size as x. |
The difference in covariance structure is based on the Euclidean distance between both covariance estimations.
the error measures value
Matthias Templ
Hron, K. and Templ, M. and Filzmoser, P. (2010) Imputation of missing values for compositional data using classical and robust methods Computational Statistics and Data Analysis, 54 (12), 3095-3107.
Templ, M. and Hron, K. and Filzmoser and Gardlo, A. (2016). Imputation of rounded zeros for high-dimensional compositional data. Chemometrics and Intelligent Laboratory Systems, 155, 183-190.
data(expenditures) x <- expenditures x[1,3] <- NA xi <- impKNNa(x)$xImp rdcm(expenditures, xi)
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