correlRatio: Correlation Ratio

In sensitivity: Global Sensitivity Analysis of Model Outputs and Importance Measures

Correlation Ratio

Description

correlRatio computes the correlation ratio between a quantitative variable and a qualitative variable

Usage

correlRatio(X, y)

Arguments

X	a vector containing the quantitative variable.
y	a vector containing the qualitative variable (e.g. a factor).

Value

The value of the correlation ratio

Author(s)

Bertrand Iooss

References

L. Clouvel, B. Iooss, V. Chabridon, M. Il Idrissi and F. Robin, 2024, An overview of variance-based importance measures in the linear regression context: comparative analyses and numerical tests, Socio-Environmental Systems Modelling, vol. 7, 18681, 2025, doi:10.18174/sesmo.1868. https://hal.science/hal-04102053

Examples

x <- runif(100)
y <- round(x)
correlRatio(x,y)

sensitivity documentation built on Feb. 28, 2026, 1:06 a.m.