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

In generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection

Heuristic t test of the difference between two generalized correlations.

Description

Function to run a heuristic t test of the difference between two generalized correlations.

Usage

heurist(rxy, ryx, n)

Arguments

rxy	generalized correlation r*(x|y) where y is the kernel cause.
ryx	generalized correlation r*(y|x) where x is the kernel cause.
n	Sample size needed to determine the degrees of freedom for the t test.

Value

Prints the t statistics and p-values.

Note

This function requires Revele's R package called ‘psych’ in memory. This test is known to be conservative (i.e., often fails to reject the null hypothesis of zero difference between the two generalized correlation coefficients.)

Author(s)

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

Examples

set.seed(34);x=sample(1:10);y=sample(2:11)
g1=gmcxy_np(x,y)
n=length(x)
h1=heurist(g1$corxy,g1$coryx,n)
print(h1)
print(h1$t) #t statistic
print(h1$p) #p-value

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