# twocor: Confidence intervals for two-sided tests on correlation... In WRS2: A Collection of Robust Statistical Methods

 twocor R Documentation

## Confidence intervals for two-sided tests on correlation coefficients.

### Description

The `twopcor` function tests whether the difference between two Pearson correlations is 0. The `twocor` function performs the same test on a robust correlation coefficient (percentage bend correlation or Winsorized correlation).

### Usage

```twopcor(x1, y1, x2, y2, nboot = 599, ...)
twocor(x1, y1, x2, y2, corfun = "pbcor", nboot = 599, tr = 0.2, beta = 0.2, ...)
```

### Arguments

 `x1` a numeric vector. `y1` a numeric vector. `x2` a numeric vector. `y2` a numeric vector. `nboot` number of bootstrap samples. `corfun` Either `"pbcor"` for percentage based correlation or `"wincor"` for Winsorized correlation. `tr` amount of Winsorization. `beta` bending constant. `...` currently ignored.

### Details

It is tested whether the first correlation coefficient (based on `x1` and `y1`) equals to the second correlation coefficient (based on `x2` and `y2`). Both approaches return percentile bootstrap CIs.

### Value

`twopcor` and `twocor` return an object of class `"twocor"` containing:

 `r1` robust correlation coefficient `r2` value of the test statistic `ci` confidence interval `p.value` p-value `call` function call

### References

Wilcox, R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Elsevier.

`pbcor`, `wincor`

### Examples

```ct1 <- subset(hangover, subset = (group == "control" & time == 1))\$symptoms
ct2 <- subset(hangover, subset = (group == "control" & time == 2))\$symptoms
at1 <- subset(hangover, subset = (group == "alcoholic" & time == 1))\$symptoms
at2 <- subset(hangover, subset = (group == "alcoholic" & time == 2))\$symptoms

set.seed(111)
twopcor(ct1, ct2, at1, at2)
set.seed(123)
twocor(ct1, ct2, at1, at2, corfun = "pbcor", beta = 0.15)
set.seed(224)
twocor(ct1, ct2, at1, at2, corfun = "wincor", tr = 0.15, nboot = 50)
```

WRS2 documentation built on June 10, 2022, 5:09 p.m.