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

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 [e-mail].

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.

See Also

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.