# rstar: Function to compute generalized correlation coefficients... In generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection

 rstar R Documentation

## Function to compute generalized correlation coefficients r*(x,y).

### Description

Uses Vinod (2015) definition of generalized (asymmetric) correlation coefficients. It requires kernel regression of x on y obtained by using the ‘np’ package. It also reports usual Pearson correlation coefficient r and p-value for testing the null hypothesis that (population r)=0.

### Usage

``````rstar(x, y)
``````

### Arguments

 `x` Vector of data on the dependent variable `y` Vector of data on the regressor

### Value

Four objects created by this function are:

 `corxy` r*x|y or regressing x on y `coryx` r*y|x or regressing y on x `pearson.r` Pearson's product moment correlation coefficient `pv` The p-value for testing the Pearson r

### Note

This function needs the kern function which in turn needs the np package.

### 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.

### See Also

See Also `gmcmtx0` and `gmcmtxBlk`.

### Examples

``````x=sample(1:30);y=sample(1:30); rstar(x,y)

``````

generalCorr documentation built on May 1, 2023, 9:06 a.m.