R/qcor.R

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

qcor <-
function(x,y,q=.5,qfun=qest,xout=FALSE,outfun=outpro){
#
# Compute quantile correlation as in Li, Li and Tsai, JASA 2015
#
if(xout){
flag<-outfun(x,plotit=plotit,...)$keep                                                          
x<-x[flag]                                                                                      
y<-y[flag]                                                                                      
} 
dif=y-qfun(x,q)
flag=dif<0
psi=q-flag
qcov=mean(psi*(x-mean(x)))
qc=qcov/sqrt((q-q^2)*var(x))
list(cor=qc,cov=qcov)
}