# el.cor.test: Empirical and exponential empirical likelihood test for a... In Rfast2: A Collection of Efficient and Extremely Fast R Functions II

 Empirical and exponential empirical likelihood test for a correlation coefficient R Documentation

## Empirical and exponential empirical likelihood test for a correlation coefficient

### Description

Empirical and exponential empirical likelihood test for a correlation coefficient.

### Usage

el.cor.test(y, x, rho, tol = 1e-07)
eel.cor.test(y, x, rho, tol = 1e-07)


### Arguments

 y A numerical vector. x A numerical vector. rho The hypothesized value of the true partial correlation. tol The tolerance vlaue to terminate the Newton-Raphson algorithm.

### Details

The empirical or the exponential empirical likelihood test is performed for the Pearson correlation coefficient.

### Value

A list including:

 iters The number of iterations required by the Newton-Raphson. If no convergence occured this is NULL. info A vector with three values, the value of \lambda, the test statistic and its associated asymptotic p-value. If no convergence occured, the value of the \lambda is NA, the value of test statistic is 10^5 and the p-value is 0. No convergence can be interpreted as rejection of the hypothesis test. p The probabilities of the EL or of the EEL. If no covnergence occured this is NULL.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

### References

Efron B. (1981) Nonparametric standard errors and confidence intervals. Canadian Journal of Statistics, 9(2): 139–158.

Owen A. B. (2001). Empirical likelihood. Chapman and Hall/CRC Press.

 permcor 

### Examples

el.cor.test( iris[, 1], iris[, 2], 0 )$info eel.cor.test( iris[, 1], iris[, 2], 0 )$info


Rfast2 documentation built on May 29, 2024, 8:45 a.m.