ogkcor:

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

Usage

ogkcor(x, y = NA, n.iter = 1, sigmamu = taulc, v = gkcov, beta = 0.9, ...)

Arguments

x
y
n.iter
sigmamu
v
beta
...

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 = NA, n.iter = 1, sigmamu = taulc, v = gkcov, 
    beta = 0.9, ...) 
{
    if (!is.na(y[1])) 
        x <- cbind(x, y)
    if (!is.matrix(x)) 
        stop("x should be a matrix")
    x <- elimna(x)
    n <- nrow(x)
    p <- ncol(x)
    val <- matrix(NA, p, p)
    temp <- ogk(x, sigmamu = sigmamu, v = v, n.iter = n.iter, 
        beta = beta, ...)$cov
    J = (p^2 - p)/2
    p.values = matrix(NA, nrow = J, ncol = 3)
    info = matrix(NA, nrow = J, ncol = 4)
    dimnames(p.values) <- list(NULL, c("VAR", "VAR", "p.value"))
    dimnames(info) <- list(NULL, c("VAR", "VAR", "COR", "Test.Stat"))
    ic = 0
    for (j in 1:p) {
        for (k in 1:p) {
            val[j, k] <- temp[j, k]/sqrt(temp[k, k] * temp[j, 
                j])
            test.stat <- abs(val * sqrt((n - 2)/(1 - val^2)))
            if (j < k) {
                test = test.stat[j, k]
                ic = ic + 1
                p.values[ic, 1] = j
                p.values[ic, 2] = k
                info[ic, 1] = j
                info[ic, 2] = k
                info[ic, 3] = val[j, k]
                info[ic, 4] = test
                p.value = c("Greater than .1")
                crit <- 4.8/n + 2.72
                if (test >= crit) 
                  p.value <- c("Less than .1")
                crit <- 15.49/n + 2.68
                if (test >= crit) 
                  p.value <- c("Less than .05")
                crit <- 14.22/n + 3.26
                if (test >= crit) 
                  p.value <- c("Less than .025")
                crit <- 24.83/n + 3.74
                if (test >= crit) 
                  p.value <- c("Less than .01")
                p.values[ic, 3] = p.value
            }
        }
    }
    list(cor = val, test.results = info, p.values = p.values)
  }

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