lin.cor: Linear Correlation

In HajkD/philentropy: Similarity and Distance Quantification Between Probability Functions

Linear Correlation

Description

This function computed the linear correlation between two vectors or a correlation matrix for an input matrix.

The following methods to compute linear correlations are implemented in this function:

Usage

lin.cor(x, y = NULL, method = "pearson", test.na = FALSE)

Arguments

x	a numeric vector, matrix, or data.frame.
y	a numeric vector that should be correlated with x.
method	the method to compute the linear correlation between x and y.
test.na	a boolean value indicating whether input data should be checked for NA values.

Details

• method = "pearson" : Pearson's correlation coefficient (centred).

• method = "pearson2" : Pearson's uncentred correlation coefficient.

• method = "sq_pearson" . Squared Pearson's correlation coefficient.

• method = "kendall" : Kendall's correlation coefficient.

• method = "spearman" : Spearman's correlation coefficient.

Further Details:

• Pearson's correlation coefficient (centred) :

Author(s)

Hajk-Georg Drost

HajkD/philentropy documentation built on Dec. 10, 2024, 11:30 a.m.