corXY: Correlation of Two Vectors

In epibasix: Elementary Epidemiological Functions for Epidemiology and Biostatistics

Description

This function displays the simple correlation of two vectors of equal length, as well as providing confidence limits and hypothesis tests.

Usage

corXY(X, Y, alpha=0.05, rho0 = 0, HA="not.equal", digits=3)

Arguments

X	A Vector of the same length as Y
Y	A Vector of the same length as X, This function requires the input of Vectors
alpha	The Type I error rate for Hypothesis Tests and Confidence Intervals
rho0	The Null Hypothesis for Hypothesis Tests
HA	The alternative hypothesis can be one of "less.than", "greater.than", or "not.equal"
digits	The number of digits to round results

Details

This function provides the required information, such as the Pearson correlation Hypothesis Tests and confidence intervals, while providing suitable detail in the and print statements for epidemiologists to understand the information at hand.

Value

rho	The Sample Pearson Correlation, as calculated in the cor function.
n	The sample size.
Test	The Test Statistic for the desired hypothesis test based on Fisher's Transformation.
p.Value	The p-value for the Hypothesis Test.
CIL	The lower bound of the constructed confidence interval for rho, again based on Fisher's Z Transformation.
CIU	The Upper bound of the constructed confidence interval for rho, again based on Fisher's Z Transformation.
alpha	The desired Type I Error Rate
rho0	The Null Hypothesis
HA	The supplied Alternative Hypothesis

Author(s)

Michael Rotondi, [e-mail]

References

Casella G and Berger RL. Statistical Inference (2nd Ed.) Duxbury: New York, 2002. Koepsell TD and Weiss NS. Epidemiologic Methods. Oxford University Press: New York, 2003.

Examples

## Not run: Suppose we want to test whether two randomly generated normal vectors are uncorrelated
x <- rnorm(100);
y <- rnorm(100);
corXY(x,y);

Example output

Correlation Summary
 
Sample Size: 100
Sample Correlation: 0.007
95% Confidence Limits for rho are (using Fisher's Z Transformation) : [-0.19, 0.203]

epibasix documentation built on May 2, 2019, 10:08 a.m.