lancor: Statistical Inference via Lancaster Correlation

Implementation of the methods described in Holzmann, Klar (2024) <doi: 10.1111/sjos.12733>. Lancaster correlation is a correlation coefficient which equals the absolute value of the Pearson correlation for the bivariate normal distribution, and is equal to or slightly less than the maximum correlation coefficient for a variety of bivariate distributions. Rank and moment-based estimators and corresponding confidence intervals are implemented, as well as independence tests based on these statistics.

Getting started

Package details

AuthorBernhard Klar [aut, cre] (ORCID: <https://orcid.org/0000-0002-1419-5473>), Hajo Holzmann [aut], Lucas Iglesias [ctb]
MaintainerBernhard Klar <bernhard.klar@kit.edu>
LicenseGPL-2
Version0.1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lancor")

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lancor documentation built on Aug. 22, 2025, 9:16 a.m.