R/generalCorrInfo.R

#' generalCorr package description: 
#' 
#' This package provides convenient software tools for causal path determinations
#' using Vinod (2014, 2015) and extends them. 
#' A matrix of asymmetric generalized correlations r*(x|y) is reported by the
#' functions \code{rstar} and \code{gmcmtx0}. The r*(x|y)
#' measures the  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. This package refers to
#' the r* based criterion as  criterion 3 (Cr3) and further adds
#' two additional ways of comparing
#' two kernel regressions helping identify the `cause' called criterion 1 and 2
#' (Cr1 and Cr2) using absolute values of gradients and residuals, respectively.
#' See references below. The package has one-line commands summarizing all three criteria
#' leading to high (over 70 \%) success rates in causal path identifications.
#' 
#' The usual partial correlations are generalized for the asymmetric matrix of r*'s.
#' Partial correlations help asses the effect of x on y after removing the effect of a
#' set of (control) variables. See \code{parcor_ijk} and \code{parcor_ridg}.
#' Another way of generalizing partial correlations
#' by using incremental R-square values in kernel regressions are provided in functions
#' \code{mag_ctrl} and \code{someMagPairs}.
#' 
#' The package provides additional tools for causal assessment,
#' for printing the causal detections in a clear, comprehensive compact summary form,
#' such as \code{somePairs}, \code{some0Pairs}, \code{someCPairs}
#' for matrix algebra, such as 
#' \code{cofactor}, for outlier detection \code{get0outlier}, for numerical integration by the
#' trapezoidal rule, stochastic dominance \code{stochdom2} and \code{comp_portfo2}, etc.
#' The function \code{causeSummary} gives an overall summary of causal path results.
#' The compact function \code{silentPairs} gives one-line summary of causal path strengths,
#' where negative strength means that variable `causes' the variable in the first column.
#' 
#' The package has a function \code{pcause} for bootstrap-based statistical 
#' inference and another one 
#' for a heuristic t-test called \code{heurist}.  Pairwise deletion of missing data
#' is done in \code{napair}, while triplet-wise deletion is in \code{naTriplet}
#' intended for use when control variable(s) are also present. If one has
#' panel data, functions \code{PanelLag} and \code{Panel2Lag} are relevant.
#' 
#' In simultaneous equation
#' models where endogeneity of regressors is feared, we suggest using Prof. Koopmans' method
#' which suggests ignoring endogeneity issues for all variables ``causing'' the dependent variable
#' assessed by our three criteria. Weighted summary of all three criteria is in \code{someCPairs}.
#' 
#' @note A vignette1 provided with this package generalCorr at CRAN
#' describes the usage of the package with examples. Type the following command:
#' \code{vignette("generalCorr-vignette", package="generalCorr")} to read the vignette.
#' See also additional citations in the vignette, the references here and their citations
#' for further details.
#' 
#' @references Vinod, H. D.'Generalized Correlation and Kernel Causality with 
#'  Applications in Development Economics' in Communications in 
#'  Statistics -Simulation and Computation, 2015, 
#'  \url{http://dx.doi.org/10.1080/03610918.2015.1122048} 
#'  
#' @references 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.
#' 
#' @references Zheng, S., Shi, N.-Z., and Zhang, Z. (2012). 'Generalized measures 
#'  of correlation for asymmetry, nonlinearity, and beyond,' 
#'  Journal of the American Statistical Association, vol. 107, pp. 1239-1252.
#' 
#' @references Vinod, H. D. Causal Paths and Exogeneity Tests 
#' in {Generalcorr} Package for Air Pollution and Monetary Policy 
#' (June 6, 2017). Available at SSRN: 
#' \url{https://ssrn.com/abstract=2982128}#'    
#'  
#' @docType package  
#' @name generalCorrInfo
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generalCorr documentation built on Oct. 4, 2017, 1:02 a.m.