Coefficients to quantify the similarity between matrices

[davidechicco]

Hi Henrik
Thanks for having released this matrixStats R package, it looks very useful. I'm currently working on calculating the statistical similarity between matrices, and I was wondering what are your thoughts about it. Based on your experience, what is the most informative coefficient to measure the similarity between two matrices and why?

Thanks

-- Davide

[yaccos]

A bit of contex would be useful here as there are different approaches you could take. Which data are you working with and why are you interested in measuring the similarity between two matrices?

[davidechicco]

Hi
Thanks for your answer. I need to compare matrices of distances generated on datasets of electronic health records.
I checked the MatrixCorrelations R package and still need to understand which metric to employ. Since you've been working on matrix statistics, I wanted to know what you' suggest

Thanks

-- Davide

[yaccos]

What you are talking about is quite far from the scope of matrixStats. The matrixStats package is primarily about implementing summary functions defined for vectors to row and columns of matrices in an efficient way. I would recommend taking a look at the references for the algorithms implemented by MatrixCorrelations and contact the maintainers of the package if you still got questions.