spearmans.hermite_estimator_bivar: Estimates the Spearman's 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 Nonparametric Correlation (Bivariate)

Estimates the Spearman's rank correlation coefficient

Description

This method calculates the Spearman's rank correlation coefficient value using the hermite_estimator_bivar object (h_est_obj).

Usage

## S3 method for class 'hermite_estimator_bivar'
spearmans(h_est_obj, clipped = FALSE)

Arguments

h_est_obj	A hermite_estimator_bivar object.
clipped	A boolean value. Indicates whether to clip Spearman's rank correlation estimates to lie between -1 and 1.

Details

The method utilizes the estimator defined in the paper Stephanou, Michael and Varughese, Melvin. "Sequential Estimation of Nonparametric Correlation using Hermite Series Estimators." arXiv Preprint (2020), https://arxiv.org/abs/2012.06287

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

Value

A numeric value.

hermiter documentation built on May 31, 2023, 6:30 p.m.