Description Usage Arguments Details Value Examples
View source: R/hermite_estimator_bivar.R
This method calculates the Kendall rank correlation coefficient value using the hermite_estimator_bivar object (this).
1 2 |
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. |
The object must be updated with observations prior to the use of this method.
A numeric value.
1 2 3 4 | 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)
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