Description Usage Arguments Details Value Examples
This is an internal CPP function, used by the R function
hoeffding.D.test
.
1 | .calc.hoeffding(perm)
|
perm |
An integer vector containing exactly 0,1,...,n-1 in any order. The validity of the input is not checked by this function. |
Given (X1,Y1),...,(Xn,Yn), Hoeffding's Dn only depends on the permutation P that satisfies rank Yi = P[rank Xi]. This function computes Dn given P in O(n log n) time.
Hoeffding's D statistic of perm
.
The normalization is such that -1/60 <= D <= 1/30.
The return value -1.0 indicates an error.
1 2 3 4 5 6 7 8 9 | .calc.hoeffding(0:4)
## [1] 0.03333333
.calc.hoeffding(c(0,3,2,1,4))
## [1] -0.01666667
set.seed(397)
.calc.hoeffding(order(runif(1000))-1) * 36
## [1] 0.004349087
|
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