R/cor2M.R

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

cor2M <-
function(m,y,corfun=tau){
#
#    Compute Kendall's tau between y and each of the
#    p variables stored  in the n by p matrix m.
#
#    Alternative measures of correlation can be used via the
#    argument corfun. The only requirement is that the function
#    corfun returns the correlation in corfun$cor and the p-value
#    in corfun$siglevel.
#
#    This function also returns the two-sided significance level
#    for all pairs of variables, plus a test of zero correlations
#    among all pairs. (See chapter 9 of Wilcox, 2005, for details.)
#
m<-as.matrix(m)
tauvec<-NA
siglevel<-NA
for (i in 1:ncol(m)){
pbc<-corfun(m[,i],y)
tauvec[i]<-pbc$cor
siglevel[i]<-pbc$p.value
}
list(cor=tauvec,p.value=siglevel)
}