Description Usage Arguments Details Value Author(s) References Examples
This function draws Kendall plot of 2 variables. Also provides an index AUK (area under Kendall plot).
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x |
a numeric vector stores first variable. |
y |
a numeric vector stores second variable. |
plot |
a TRUE/ FALSE flag for generating Kendall plot or not. |
main |
a character indicating the title of the plot. |
Auxiliary.line |
a TRUE/ FALSE flag for drawing auxiliary lines or not. |
BS.CI |
a numeric specifying alpha for Bootstrap confidence interval. When euqal 0, confidence interval won't be computed. |
set.seed |
a TRUE/ FALSE flag specifying setting seed or not. |
AUK is bounded between 0 and 0.75. For positively correlated x and y's, say x = y, AUK = 0.75. And the plot follows the concave auxiliary line. While negatively correlated x and y's, AUK = 0. The plot is horizontal on y = 0. For independent x and y, AUK = 0.5. Kendall plot is on the diagonal. Due to possible variable overflow, this function is only suitable for input size less than 1000. Input size greater than 1000 causes error.
a list containing a numeric AUK, a numeric vector W.in (x axis of plot), a numeric vector Hi.sort (y axis of plot), and three confidence intervals: normal CI, pivotal CI and percentage CI.
Jeffrey C. Miecznikowski, En-shuo Hsu, Yanhua Chen, Albert Vexler
Vexler, Albert, Xiwei Chen, and Alan D. Hutson. "Dependence and independence: Structure and inference." Statistical methods in medical research (2015): 0962280215594198.
R package "VineCopula": Schepsmeier, Ulf, et al. "Package 'VineCopula'." (2015).
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Loading required package: parallel
Loading required package: minerva
Loading required package: Hmisc
Loading required package: lattice
Loading required package: survival
Loading required package: Formula
Loading required package: ggplot2
Attaching package: 'Hmisc'
The following objects are masked from 'package:base':
format.pval, round.POSIXt, trunc.POSIXt, units
[1] 0.4987523
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