Kendall_Lag: Kendall's tau correlation coefficient between pairs of...
In rjaneUCF/MultiHazard-R-Package: Tools for modeling compound events

Description Usage Arguments Value See Also Examples

Kendall's tau correlation coefficient between pairs of up to three variables over a range of lags

1	Kendall_Lag(Data, Lags = seq(-6, 6, 1), PLOT = TRUE, GAP = 0.1)

`Data`	A data frame with 3 columns, containing concurrent observations of three time series.
`Lags`	Integer vector giving the lags over which to calculate coefficient. Default is a vector from `-6` to `6`.
`GAP`	Numeric vector of length one. Length of y-axis above and below max and min Kendall's tau values.
`Plot`	Logical; whether to show plot of Kendall's coefficient vs lag. Default is `TRUE`.

List comprising Kendall's tau coefficients between the variables pairs composing columns of Data with the specified lags applied to the second named variable Values and the p-values Test when testing the null hypothesis H_0: tau=0 i.e. there is no correlation between a pair of variables. Plot of the coefficient with a filled point of hypothesis test (p-value<0.05). Lag applied to variable named second in the legend.

Dataframe_Combine