rankacf: Estimator of Spearman autocorrelations
In corTESTsrd: Significance Testing of Rank Cross-Correlations under SRD
rankacf R Documentation
Estimator of Spearman autocorrelations
Description
Computes Spearman-autocorrelations when the observations contain NAs.
If the observations do not contain NAs, the function is consistent with the function acf applied to ranks.
Usage
rankacf(x,lag.max=length(x)-2)
Arguments
x
numeric input vector.
lag.max
maximum lag for which acf is estimated, automatically limited to one less than number of observations, should be positive integer.
Value
Estimated spearman autocorrelation up to lag.max.
Examples
x = rnorm(10)
rankacf(x)
acf(rank(x),plot=FALSE,lag.max = length(x)-2)$acf[-1,,1]
corTESTsrd documentation built on Nov. 17, 2022, 5:06 p.m.
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| rankacf | R Documentation |
Estimator of Spearman autocorrelations
Description
Computes Spearman-autocorrelations when the observations contain NAs.
If the observations do not contain NAs, the function is consistent with the function acf applied to ranks.
Usage
rankacf(x,lag.max=length(x)-2)
Arguments
x |
numeric input vector. |
lag.max |
maximum lag for which acf is estimated, automatically limited to one less than number of observations, should be positive integer. |
Value
Estimated spearman autocorrelation up to lag.max.
Examples
x = rnorm(10) rankacf(x) acf(rank(x),plot=FALSE,lag.max = length(x)-2)$acf[-1,,1]
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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