indep_test: Independence Tests for Weighted Dependence Measures

In wdm: Weighted Dependence Measures

Independence Tests for Weighted Dependence Measures

Description

Computes a (possibly weighted) dependence measure between x and y if these are vectors. If x and y are matrices then the measure between the columns of x and the columns of y are computed.

Usage

indep_test(
  x,
  y,
  method = "pearson",
  weights = NULL,
  remove_missing = TRUE,
  alternative = "two-sided"
)

Arguments

x, y	numeric vectors of data values. x and y must have the same length.
method	the dependence measure; see Details for possible values.
weights	an optional vector of weights for the observations.
remove_missing	if TRUE, all (pairswise) incomplete observations are removed; if FALSE, the function throws an error if there are incomplete observations.
alternative	indicates the alternative hypothesis and must be one of "two-sided", "greater" or "less". You can specify just the initial letter. "greater" corresponds to positive association, "less" to negative association.

Details

Available methods:

• "pearson": Pearson correlation

• "spearman": Spearman's \rho

• "kendall": Kendall's \tau

• "blomqvist": Blomqvist's \beta

• "hoeffding": Hoeffding's D

Partial matching of method names is enabled. All methods except "hoeffding" work with discrete variables.

Examples

x <- rnorm(100)
y <- rpois(100, 1)  # all but Hoeffding's D can handle ties
w <- runif(100)

indep_test(x, y, method = "kendall")               # unweighted
indep_test(x, y, method = "kendall", weights = w)  # weighted

wdm documentation built on April 4, 2025, 2:01 a.m.