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.
Ben Murrell, Dan Murrell, Hugh Murrell. Maintainer: Hugh Murrell <firstname.lastname@example.org>
Discovering general multidimensional associations, http://arxiv.org/abs/1303.1828
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