dot-calc.refined: Compute the refined Hoeffding statistic

In independence: Fast Rank-Based Independence Testing

Description

This is an internal CPP function, used by the R function hoeffding.refined.test.

Usage

.calc.refined(perm)

Arguments

perm	An integer vector containing exactly 0,1,...,n-1 in any order. The validity of the input is not checked by this function.

Details

Given (X1,Y1),...,(Xn,Yn), the refined Hoeffding statistic Rn only depends on the permutation P that satisfies rank Yi = P[rank Xi]. This function computes Rn given P in O(n log n) time.

Value

The refined Hoeffding statistic of perm.

The normalization is such that -1/180 <= R <= 1/90.

The return value -1.0 indicates an error.

Examples

.calc.refined(0:4)
## [1] 0.01111111

.calc.refined(c(0,3,2,1,4))
## [1] -0.005555556

set.seed(397)
.calc.refined(order(runif(1000))-1) * 36
## [1] 0.004414034

independence documentation built on Jan. 14, 2021, 5:20 a.m.