Kruskal_Gamma: Kruskal's Gamma and its asymptotic standard errors

In VUROCS: Volume under the ROC Surface for Multi-Class ROC Analysis

Description

Computes Kruskal's Gamma on a given cartesian product Y x f(X), where Y consists of the components of y and f(X) consists of the components of fx. Furthermore, the asymptotic standard error as well as the modified asymptotic standard error to test the null hypothesis that the measure is zero are provided as defined in Brown and Benedetti (1977).

Usage

Kruskal_Gamma(y, fx)

Arguments

y	a vector of realized categories.
fx	a vector of predicted values of the ranking function f.

Value

A list of length three is returned, containing the following components:

val	Kruskal's Gamma
ASE	the asymptotic standard error of Kruskal's Gamma
ASE0	the modified asymptotic error of Kruskal's Gamma under the null hypothesis

References

Brown, M.B., Benedetti, J.K., 1977. Sampling Behavior of Tests for Correlation in Two-Way Contingency Tables. Journal of the American Statistical Association 72(358), 309-315

Examples

Kruskal_Gamma(rep(1:5,each=3),c(3,3,3,rep(2:5,each=3)))

VUROCS documentation built on April 14, 2020, 6:47 p.m.