View source: R/covariance_and_correlation_related_functions.R
Empirical and exponential empirical likelihood test for a correlation coefficient | R Documentation |
Empirical and exponential empirical likelihood test for a correlation coefficient.
el.cor.test(y, x, rho, tol = 1e-07)
eel.cor.test(y, x, rho, tol = 1e-07)
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. |
The empirical or the exponential empirical likelihood test is performed for the Pearson correlation coefficient.
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 |
p |
The probabilities of the EL or of the EEL. If no covnergence occured this is NULL. |
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
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
el.cor.test( iris[, 1], iris[, 2], 0 )$info
eel.cor.test( iris[, 1], iris[, 2], 0 )$info
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