generalCorr: Generalized Correlations and Initial Causal Path

Asymmetric generalized correlations r*(x|y) measure strength of the dependence of x on y. If |r*(x|y)|> |r*(y|x)| it suggests that y is more likely the "kernel cause" of x. There are at least two additional ways of comparing two kernel regressions helping identify the `cause'. In simultaneous equation models where endogeneity of regressors is feared, we can use Prof. Koopmans' method to ignore endogeneity problems when it kernel causes the dependent variable. The usual partial correlations can be generalized for the asymmetric matrix of r*'s. Partial correlations help asses effect of x on y after removing the effect of a set of variables. The package provides additional tools for causal assessment, for printing the causal detections in a clear, comprehensive compact summary form, for matrix algebra, for outlier detection, and for numerical integration by the trapezoidal rule, stochastic dominance, etc. The package has functions for bootstrap-based statistical inference and one for a heuristic t-test.

AuthorProf. H. D. Vinod, Fordham University, NY.
Date of publication2016-06-28 20:13:19
MaintainerH. D. Vinod <vinod@fordham.edu>
LicenseGPL (>= 2)
Version1.0.3

View on CRAN

Man pages

abs_res: Absolute residuals of kernel regression of x on y.

abs_stdapd: Absolute values of gradients (apd's) of kernel regressions of...

abs_stdapdC: Absolute values of gradients (apd's) of kernel regressions of...

abs_stdres: Absolute values of residuals of kernel regressions of x on y...

abs_stdresC: Absolute values of residuals of kernel regressions of x on y...

allPairs: Report causal identification for all pairs of variables in a...

badCol: internal badCol

bigfp: Compute the numerical integration by the trapezoidal rule.

bootPairs: Compute the bootstrap 'sum' of all scores using Cr1 to Cr3.

cofactor: Compute cofactor of a matrix based on row r and column c.

comp_portfo2: Compares two vectors (portfolios) using stochastic dominance...

da: internal da

da2Lag: internal da2Lag

diff.e0: Internal diff.e0

dig: Internal dig

e0: internal e0

EuroCrime: European Crime Data

generalCorrInfo: generalCorr package description:

get0outliers: Function to compute outliers and their count using Tukey...

gmc0: internal gmc0

gmc1: internal gmc1

gmcmtx0: Compute the matrix R* of generalized correlation...

gmcmtxZ: compute the matrix R* of generalized correlation...

gmcxy_np: Function to compute generalized correlation coefficients...

goodCol: internal goodCol

heurist: Heuristic t test of the difference between two generalized...

i: internal i

ibad: internal object

ii: internal ii

j: internal j

kern: Kernel regression with options for residuals and gradients.

kern_ctrl: Kernel regression with control variables and optional...

mag: Approximate overall magnitudes of kernel regression partials...

mag_ctrl: After removing control variables, magnitude of effect of x on...

min.e0: internal min.e0

minor: Function to do compute the minor of a matrix defined by row r...

mtx: internal mtx

mtx0: internal mtx0

mtx2: internal mtx2

n: internal n

nall: internal nall

nam.badCol: internal nam.badCol

nam.goodCol: internal nam.goodCol

nam.mtx0: internal nam.mtx0

napair: Function to do pairwise deletion of missing rows.

naTriplet: Function to do matdched deletion of missing rows from x, y...

out1: internal out1

p1: internal p1

Panel2Lag: Function to compute a vector of 2 lagged values of a variable...

PanelLag: Function for computing a vector of one-lagged values of xj, a...

parcor_ijk: Generalized partial correlation coefficient between Xi and Xj...

parcor_ridg: Compute generalized (ridge-adjusted) partial correlation...

parcorSilent: Silently compute generalized (ridge-adjusted) partial...

pcause: Compute the bootstrap probability of correct causal...

prelec2: Intermediate weighting function giving Non-Expected Utility...

rhs1: internal rhs1

rhs.lag2: internal rhs.lag2

ridgek: internal ridgek

rij: internal rij

rijMrji: internal rijMrji

rji: internal rji

rrij: internal rrij

rrji: internal rrji

rstar: Function to compute generalized correlation coefficients...

sales2Lag: internal sales2Lag

salesLag: internal salesLag

seed: internal seed

sgn.e0: internal sgn.e0

silentPairs: Function for kernel causality into 3-column matrix admitting...

some0Pairs: Function reporting kernel causality results as a detailed...

someCPairs: Function for kernel causality in 7-column matrix admitting...

someMagPairs: Summary magnitudes after removing control variables in...

somePairs: Function reporting kernel causality results as a 7-column...

sort.abse0: internal sort.abse0

sort.e0: internal sort.e0

sort_matrix: Sort all columns of matrix x with respect to the j-th column.

stdz_xy: Standardize x and y vectors to achieve zero mean and unit...

stochdom2: Compute vectors measuring stochastic dominance of four...

wtdpapb: Creates input for the function stochdom2 for stochastic...

Files in this package

generalCorr
generalCorr/inst
generalCorr/inst/doc
generalCorr/inst/doc/generalCorr-vignette.pdf.asis
generalCorr/inst/doc/generalCorr-vignette.pdf
generalCorr/NAMESPACE
generalCorr/NEWS
generalCorr/data
generalCorr/data/nam.mtx0.rda
generalCorr/data/nall.rda
generalCorr/data/min.e0.rda
generalCorr/data/sort.abse0.rda
generalCorr/data/diff.e0.rda
generalCorr/data/i.rda
generalCorr/data/rijMrji.rda
generalCorr/data/rhs.lag2.rda
generalCorr/data/e0.rda
generalCorr/data/rhs1.rda
generalCorr/data/rrji.rda
generalCorr/data/salesLag.rda
generalCorr/data/sgn.e0.rda
generalCorr/data/out1.rda
generalCorr/data/n.rda
generalCorr/data/mtx.rda
generalCorr/data/rrij.rda
generalCorr/data/gmc0.rda
generalCorr/data/nam.goodCol.rda
generalCorr/data/da2Lag.rda
generalCorr/data/gmc1.rda
generalCorr/data/j.rda
generalCorr/data/dig.rda
generalCorr/data/badCol.rda
generalCorr/data/da.rda
generalCorr/data/p1.rda
generalCorr/data/mtx0.rda
generalCorr/data/nam.badCol.rda
generalCorr/data/rij.rda
generalCorr/data/rji.rda
generalCorr/data/sales2Lag.rda
generalCorr/data/goodCol.rda
generalCorr/data/EuroCrime.rda
generalCorr/data/mtx2.rda
generalCorr/data/sort.e0.rda
generalCorr/data/ridgek.rda
generalCorr/data/seed.rda
generalCorr/R
generalCorr/R/allPairs.R generalCorr/R/heurist.R generalCorr/R/someMagPairs.R generalCorr/R/gmcxy_np.R generalCorr/R/wtdpapb.R generalCorr/R/parcorSilent.R generalCorr/R/get0outliers.R generalCorr/R/abs_stdres.R generalCorr/R/stdz_xy.R generalCorr/R/silentPairs.R generalCorr/R/naTriplet.R generalCorr/R/napair.R generalCorr/R/abs_stdapd.R generalCorr/R/abs_stdresC.R generalCorr/R/mag_ctrl.R generalCorr/R/gmcmtx0.R generalCorr/R/EuroCrime.R generalCorr/R/rstar.R generalCorr/R/abs_stdapdC.R generalCorr/R/prelec2.R generalCorr/R/PanelLag.R generalCorr/R/generalCorrInfo.R generalCorr/R/somePairs.R generalCorr/R/gmcmtxZ.R generalCorr/R/kern.R generalCorr/R/kern_ctrl.R generalCorr/R/Panel2Lag.R generalCorr/R/mag.R generalCorr/R/abs_res.R generalCorr/R/someCPairs.R generalCorr/R/bigfp.R generalCorr/R/parcor_ijk.R generalCorr/R/parcor_ridg.R generalCorr/R/stochdom2.R generalCorr/R/some0Pairs.R generalCorr/R/cofactor.R generalCorr/R/sort_matrix.R generalCorr/R/minor.R generalCorr/R/bootPairs.R generalCorr/R/pcause.R generalCorr/R/comp_portfo2.R
generalCorr/vignettes
generalCorr/vignettes/generalCorr-vignette.pdf.asis
generalCorr/MD5
generalCorr/build
generalCorr/build/vignette.rds
generalCorr/DESCRIPTION
generalCorr/man
generalCorr/man/rstar.Rd generalCorr/man/abs_res.Rd generalCorr/man/min.e0.Rd generalCorr/man/gmcmtx0.Rd generalCorr/man/mtx0.Rd generalCorr/man/nall.Rd generalCorr/man/n.Rd generalCorr/man/diff.e0.Rd generalCorr/man/seed.Rd generalCorr/man/rij.Rd generalCorr/man/i.Rd generalCorr/man/p1.Rd generalCorr/man/sales2Lag.Rd generalCorr/man/rhs.lag2.Rd generalCorr/man/rji.Rd generalCorr/man/nam.goodCol.Rd generalCorr/man/EuroCrime.Rd generalCorr/man/stdz_xy.Rd generalCorr/man/comp_portfo2.Rd generalCorr/man/gmc0.Rd generalCorr/man/da.Rd generalCorr/man/napair.Rd generalCorr/man/mtx2.Rd generalCorr/man/kern_ctrl.Rd generalCorr/man/bigfp.Rd generalCorr/man/ibad.Rd generalCorr/man/bootPairs.Rd generalCorr/man/gmc1.Rd generalCorr/man/pcause.Rd generalCorr/man/goodCol.Rd generalCorr/man/dig.Rd generalCorr/man/abs_stdapdC.Rd generalCorr/man/out1.Rd generalCorr/man/minor.Rd generalCorr/man/abs_stdresC.Rd generalCorr/man/parcor_ridg.Rd generalCorr/man/mag.Rd generalCorr/man/heurist.Rd generalCorr/man/parcor_ijk.Rd generalCorr/man/sort.abse0.Rd generalCorr/man/rijMrji.Rd generalCorr/man/mtx.Rd generalCorr/man/generalCorrInfo.Rd generalCorr/man/badCol.Rd generalCorr/man/PanelLag.Rd generalCorr/man/some0Pairs.Rd generalCorr/man/someMagPairs.Rd generalCorr/man/naTriplet.Rd generalCorr/man/mag_ctrl.Rd generalCorr/man/gmcxy_np.Rd generalCorr/man/da2Lag.Rd generalCorr/man/somePairs.Rd generalCorr/man/wtdpapb.Rd generalCorr/man/nam.badCol.Rd generalCorr/man/nam.mtx0.Rd generalCorr/man/ii.Rd generalCorr/man/get0outliers.Rd generalCorr/man/salesLag.Rd generalCorr/man/abs_stdres.Rd generalCorr/man/stochdom2.Rd generalCorr/man/parcorSilent.Rd generalCorr/man/j.Rd generalCorr/man/prelec2.Rd generalCorr/man/silentPairs.Rd generalCorr/man/sort.e0.Rd generalCorr/man/cofactor.Rd generalCorr/man/Panel2Lag.Rd generalCorr/man/allPairs.Rd generalCorr/man/rhs1.Rd generalCorr/man/rrji.Rd generalCorr/man/rrij.Rd generalCorr/man/gmcmtxZ.Rd generalCorr/man/kern.Rd generalCorr/man/e0.Rd generalCorr/man/ridgek.Rd generalCorr/man/sort_matrix.Rd generalCorr/man/sgn.e0.Rd generalCorr/man/abs_stdapd.Rd generalCorr/man/someCPairs.Rd
generalCorr/INDEX

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