generalCorr: Generalized Correlations and Initial Causal Path

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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.

Author
Prof. H. D. Vinod, Fordham University, NY.
Date of publication
2016-06-28 20:13:19
Maintainer
H. D. Vinod <vinod@fordham.edu>
License
GPL (>= 2)
Version
1.0.3

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