spearmans.hermite_estimator_bivar: Estimates the Spearman's rank correlation coefficient

Description Usage Arguments Details Value Examples

View source: R/hermite_estimator_bivar.R

Description

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

Usage

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

Arguments

this

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.

Examples

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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))
spearmans_est <- spearmans(hermite_est)

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