Description Details Author(s) References Examples

A non-parametric measure of association between variables.
The association score, *A*, ranges from 0 (when the variables are independent)
to 1 (when they are perfectly associated).
*A* is a kind of *R^2* estimate, and can be thought of as
the proportion of variance in one variable explained by another
(or explained by a number of other variables -
*A* works for multivariate associations as well).

`matie`

computes *A* by estimating a generalized *R^2*,
which is computed from the ratio of the likelihood
of an alternative model (allowing dependence between variables)
over the likelihood of a null model (that forces the variables to be independent).
See http://arxiv.org/abs/1303.1828 for details.

The variables should be continuous.
*A* is calculated from the ranks of the values,
and ties are currently broken randomly. Ordinal data can be handled, but the
properties of *A* have not been thoroughly investigated for non-continuous
data with many ties.
*A* is not currently implemented for category-valued data.

Version 1.2 provides underflow protection to fix a bug that appeared at high dimensions in earlier versions.

Package: | matie |

Type: | Package |

Version: | 1.2 |

Date: | 2013-10-11 |

License: | GPL-3 |

Ben Murrell, Dan Murrell, Hugh Murrell. Maintainer: Hugh Murrell <hugh.murrell@gmail.com>

Discovering general multidimensional associations, http://arxiv.org/abs/1303.1828

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