perm.elcortest: Permutation based EL and EEL test for a correlation...
In corrfuns: Correlation Coefficient Related Functions
View source: R/perm.elcortest.R
Permutation based EL and EEL test for a correlation coefficient R Documentation
Permutation based EL and EEL test for a correlation coefficient
Description
Permutation based EL and EEL test for a correlation coefficient.
Usage
perm.elcortest(y, x, tol = 1e-07, B = 999)
perm.eelcortest(y, x, tol = 1e-07, B = 999)
Arguments
y
A numerical vector.
x
A numerical vector.
tol
The tolerance vlaue to terminate the Newton-Raphson algorithm.
B
The numer of permutations to perform.
Details
These functions compute the permutation based p-value for the hypothesis test that the Pearson correlation coefficient is equal to zero using the empirical likelihood or the exponential empirical likelihood.
Value
A vector with two values, the test statistic and its associated permutation based p-value.
Author(s)
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
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
el.cor.test, permcor
Examples
perm.eelcortest( iris[, 1], iris[, 2])
corrfuns documentation built on April 3, 2025, 7:27 p.m.
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.
View source: R/perm.elcortest.R
| Permutation based EL and EEL test for a correlation coefficient | R Documentation |
Permutation based EL and EEL test for a correlation coefficient
Description
Permutation based EL and EEL test for a correlation coefficient.
Usage
perm.elcortest(y, x, tol = 1e-07, B = 999)
perm.eelcortest(y, x, tol = 1e-07, B = 999)
Arguments
y |
A numerical vector. |
x |
A numerical vector. |
tol |
The tolerance vlaue to terminate the Newton-Raphson algorithm. |
B |
The numer of permutations to perform. |
Details
These functions compute the permutation based p-value for the hypothesis test that the Pearson correlation coefficient is equal to zero using the empirical likelihood or the exponential empirical likelihood.
Value
A vector with two values, the test statistic and its associated permutation based p-value.
Author(s)
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
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
el.cor.test, permcor
Examples
perm.eelcortest( iris[, 1], iris[, 2])
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.