hctest: Test for hidden correlation with one input

In hcc: Hidden correlation check

Description

Statistical signficance test for hidden correlation given an input x and residuals.

Usage

hctest(x, res)

Arguments

x	the predictor variable
res	residuals, the same length as x

Value

p-value

Author(s)

Yun Shi and A.I. McLeod

Examples

#Example 1
#in this example, there is no hidden correlation
set.seed(313477)
n <- 50
err <- rnorm(n)
x <- rnorm(n)
y <- 1+2*x+err
res <- resid(lm(y~x))
hctest(x, res)

Example output

[1] 0.4979045

hcc documentation built on May 2, 2019, 2:08 a.m.