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, Preprint. https://hal.science/hal-04102053

Examples

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

sensitivity documentation built on Sept. 11, 2024, 9:09 p.m.