gmcxy_np: Function to compute generalized correlation coefficients...

In generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection

Function to compute generalized correlation coefficients r*(x|y) and r*(y|x) from two vectors (not matrices)

Description

This function uses the ‘np’ package and assumes that there are no missing data.

Usage

gmcxy_np(x, y)

Arguments

x	vector of x data
y	vector of y data

Value

corxy	r*(x|y) from regressing x on y, where y is the kernel cause.
coryx	r*(y|x) from regressing y on x, where x is the cause.

Note

This is provided if the user want to avoid calling kern.

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY

References

Vinod, H. D. 'Generalized Correlation and Kernel Causality with Applications in Development Economics' in Communications in Statistics -Simulation and Computation, 2015, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/03610918.2015.1122048")}

Vinod, H. D. 'Matrix Algebra Topics in Statistics and Economics Using R,' Chapter 4 in 'Handbook of Statistics: Computational Statistics with R,' Vol.32, co-editors: M. B. Rao and C.R. Rao. New York: North Holland, Elsevier Science Publishers, 2014, pp. 143-176.

Examples

## Not run: 
set.seed(34);x=sample(1:10);y=sample(2:11)
gmcxy_np(x,y)
## End(Not run)

generalCorr documentation built on Oct. 10, 2023, 1:06 a.m.