matlab cophenet,Cophenetic correlation coefficient

Description

c = cophenet(Z,Y) computes

the cophenetic correlation coefficient for the hierarchical cluster

tree represented by Z. Z is

the output of the linkage function. Y contains

the distances or dissimilarities used to construct Z,

as output by the pdist function. Z is

a matrix of size (m–1)-by-3, with distance

information in the third column. Y is a vector

of size m*(m–1)/2.

[c,d] = cophenet(Z,Y) returns the cophenetic

distances d in the same lower triangular distance

vector format as Y.

The cophenetic correlation for a cluster tree is defined as

the linear correlation coefficient between the cophenetic distances

obtained from the tree, and the original distances (or dissimilarities)

used to construct the tree. Thus, it is a measure of how faithfully

the tree represents the dissimilarities among observations.

The cophenetic distance between two observations is represented

in a dendrogram by the height of the link at which those two observations

are first joined. That height is the distance between the two subclusters

that are merged by that link.

The output value, c, is the cophenetic correlation

coefficient. The magnitude of this value should be very close to 1

for a high-quality solution. This measure can be used to compare alternative

cluster solutions obtained using different algorithms.

The cophenetic correlation between Z(:,3) and Y is

defined as

c=∑i

where:

Yij is

the distance between objects i and j in Y.

Zij is

the cophenetic distance between objects i and j,

from Z(:,3).

y and z are

the average of Y and Z(:,3),

respectively.