HoeffD: Function to compute Hoeffding's D statistic for small sample...

In NSM3: Functions and Datasets to Accompany Hollander, Wolfe, and Chicken - Nonparametric Statistical Methods, Third Edition

Function to compute Hoeffding's D statistic for small sample sizes.

Description

This will calculate Hoeffding's D statistic following section 8.6 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e. Uses the correction for ties given at (8.92).

Usage

HoeffD(x, y, example=FALSE) 

Arguments

x	first data vector
y	second data vector
example	if true, analyzes the data from Example 8.6

Note

This function is intended for small sample sizes n only. For large n, use the asymptotic equivalence of D to the Blum-Kliefer-Rosenblatt statistic in the R package "Hmisc", command "hoeffd".

Author(s)

Eric Chicken

Examples

##Example 8.6 Hollander-Wolfe-Chicken##
HoeffD(example=TRUE)

NSM3 documentation built on Nov. 4, 2024, 5:08 p.m.