TWOpNOV:

In musto101/wilcox_R: What the package does (short line)

Usage

TWOpNOV(x, y, HC4 = FALSE, alpha = 0.05)

Arguments

x
y
HC4
alpha

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, y, HC4 = FALSE, alpha = 0.05) 
{
    if (!HC4 && alpha != 0.05) 
        stop("For alpha not equal to .05, must use HC4=TRUE")
    if (!is.matrix(x)) 
        stop("x should be a matrix")
    if (!is.matrix(y)) 
        stop("y should be a matrix")
    if (ncol(x) != 2) 
        stop("x should be a matrix with 2 columns")
    if (ncol(y) != 2) 
        stop("y should be a matrix with 2 columns")
    xy = elimna(cbind(x, y))
    x1 = xy[, 1]
    x2 = xy[, 2]
    y1 = xy[, 3]
    y2 = xy[, 4]
    r12 = cor(x1, x2)
    r13 = cor(x1, y1)
    r14 = cor(x1, y2)
    r23 = cor(x2, y1)
    r24 = cor(x2, y2)
    r34 = cor(y1, y2)
    term1 = 0.5 * r12 * r34 * (r13^2 + r14^2 + r23^2 + r24^2)
    term2 = r12 * r13 * r14 + r12 * r23 * r24 + r13 * r23 * r34 + 
        r14 * r24 * r34
    corhat = (term1 + r13 * r24 + r14 * r23 - term2)/((1 - r12^2) * 
        (1 - r34^2))
    if (!HC4) 
        temp = pcorbv4(x1, x2, SEED = FALSE)
    if (HC4) 
        temp = pcorhc4(x1, x2, alpha = alpha)
    ci12 = temp$ci[1]
    ci12[2] = temp$ci[2]
    if (!HC4) 
        temp = pcorbv4(y1, y2, SEED = FALSE)
    if (HC4) 
        temp = pcorhc4(y1, y2, alpha = alpha)
    ci34 = temp$ci[1]
    ci34[2] = temp$ci[2]
    terml = 2 * corhat * (r12 - ci12[1]) * (ci34[2] - r34)
    termu = 2 * corhat * (ci12[2] - r12) * (r34 - ci34[1])
    L = r12 - r34 - sqrt((r12 - ci12[1])^2 + (ci34[2] - r34)^2 - 
        terml)
    U = r12 - r34 + sqrt((r12 - ci12[2])^2 + (ci34[1] - r34)^2 - 
        termu)
    list(est.1 = r12, est.2 = r34, ci.lower = L, ci.upper = U)
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.