kendall.hermite_estimator_bivar: Estimates the Kendall rank correlation coefficient

In hermiter: Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Spearman's Correlation (Bivariate)

Description

This method calculates the Kendall rank correlation coefficient value using the hermite_estimator_bivar object (this).

Usage

## S3 method for class 'hermite_estimator_bivar'
kendall(this, clipped = FALSE)

Arguments

this	A hermite_estimator_bivar object.
clipped	A boolean value. Indicates whether to clip the Kendall rank correlation estimates to lie between -1 and 1.

Details

The object must be updated with observations prior to the use of this method.

Value

A numeric value.

Examples

hermite_est <- hermite_estimator_bivar(N = 10, standardize = TRUE)
hermite_est <- update_batch(hermite_est, matrix(rnorm(30*2), nrow=30, 
ncol=2, byrow = TRUE))
kendall_est <- kendall(hermite_est)

hermiter documentation built on Nov. 17, 2021, 1:07 a.m.