[R] Difference between two correlation matrices

[Stephane DRAY]

One solution is to use procruste analysis.
Perform a principal coordinate analysis on your data (cmdscale) to obtain 
two individuals by variables tables.
Then, you can perform procruste rotation and test to know if the two 
matrice tell the same thing. It is more powerful than mantel test.
As you have correlations, I suppose than you can consider your original 
variables rather than correlation and cmdscale



Functions are available in the ade4 package:

procuste(ade4)          Simple Procruste Rotation between two sets of
                         points
procuste.randtest(ade4)
                         Monte-Carlo Test on the sum of the singular
                         values of a procustean rotation (in C).
procuste.rtest(ade4)    Monte-Carlo Test on the sum of the singular
                         values of a procustean rotation (in R).

A reference on the analysis:

<http://www.steph280.freesurf.fr/files/articles/Ecosci2003.pdf>S. Dray, D. 
Chessel, J. Thioulouse : Procrustean co-inertia analysis for the linking of 
ecological tables. 
Ecoscience<http://www.steph280.freesurf.fr/files/articles/Ecosci2003.pdf>, 
2003, vol. 10, 110-119.

available at :

http://www.steph280.freesurf.fr/files/articles/Ecosci2003.pdf

Hope this helps !



At 10:31 16/11/2004, Marta Rufino wrote:
>Hello,
>
>I don't know if it is applicable in your case, but have you tried Mantel
>test?
>You can use it to determine significant correlation between two matrices,
>using Pearsion, Spearman or Kendal correlation indices.
>
>Hope it helps,
>All the best,
>Marta
>
>
>----- Original Message -----
>From: "michael watson (IAH-C)" <michael.watson at bbsrc.ac.uk>
>To: <r-help at stat.math.ethz.ch>
>Sent: Tuesday, November 16, 2004 2:49 PM
>Subject: [R] Difference between two correlation matrices
>
>
> > Hi
> >
> > Now a more theoretical question.  I have two correlation matrices - one
> > of a set of variables under a particular condition, the other of the
> > same set of variables under a different condition.  Is there a
> > statistical test I can use to see if these correlation matrices are
> > "different"?
> >
> > Thanks
> > Mick
> >
> > ______________________________________________
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Stéphane DRAY
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Département des Sciences Biologiques
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