depend | R Documentation |
Generates a dependency matrix of the data (index argument is still in testing phase)
depend( data, normal = FALSE, na.data = c("pairwise", "listwise", "fiml", "none"), index = FALSE, fisher = FALSE, progBar = TRUE )
data |
A set of data |
normal |
Should data be transformed to a normal distribution?
Defaults to |
na.data |
How should missing data be handled?
For |
index |
Should correlation with the latent variable
(i.e., weighted average of all variables) be removed?
Defaults to |
fisher |
Should Fisher's Z-test be used to keep significantly higher influences (index only)?
Defaults to |
progBar |
Should progress bar be displayed?
Defaults to |
Returns an adjacency matrix of dependencies
Alexander Christensen <alexpaulchristensen@gmail.com>
Kenett, D. Y., Tumminello, M., Madi, A., Gur-Gershgoren, G., Mantegna, R. N., & Ben-Jacob, E. (2010). Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market. PLoS one, 5, e15032.
Kenett, D. Y., Huang, X., Vodenska, I., Havlin, S., & Stanley, H. E. (2015). Partial correlation analysis: Applications for financial markets. Quantitative Finance, 15, 569-578.
## Not run: D <- depend(neoOpen) Dindex <- depend(neoOpen, index = TRUE) ## End(Not run)
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