kendall: Estimates the Kendall rank correlation coefficient

Description Usage Arguments Details Value Examples

View source: R/hermite_estimator.R

Description

This method calculates the Kendall rank correlation coefficient value. It is only applicable to the bivariate Hermite estimator i.e. est_type = "bivariate".

Usage

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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

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hermite_est <- hermite_estimator(N = 10, standardize = TRUE,
est_type="bivariate")
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.