tau:

Usage Arguments Examples

Usage

1
tau(x, y = NULL, alpha = 0.05)

Arguments

x
y
alpha

Examples

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##---- 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 = NULL, alpha = 0.05) 
{
    if (is.null(y)) 
        m = elimna(x)
    if (!is.null(y)) 
        m = elimna(cbind(x, y))
    x = m[, 1]
    y = m[, 2]
    xdif <- outer(x, x, FUN = "-")
    ydif <- outer(y, y, FUN = "-")
    tv <- sign(xdif) * sign(ydif)
    dbar <- apply(tv, 1, mean)
    n <- length(x)
    tau <- sum(tv)/(n * (n - 1))
    A <- sum((dbar - tau)^2)/(n - 1)
    B <- (n * (n - 1) * (-1) * tau^2 + sum(tv^2))/(n^2 - n - 
        1)
    C <- (4 * (n - 2) * A + 2 * B)/(n * (n - 1))
    crit <- qnorm(alpha/2)
    cilow <- tau + crit * sqrt(C)
    cihi <- tau - crit * sqrt(C)
    test <- tau/sqrt((2 * (2 * n + 5))/(9 * n * (n - 1)))
    siglevel <- 2 * (1 - pnorm(abs(test)))
    list(cor = tau, ci = c(cilow, cihi), p.value = siglevel)
  }

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