pbcor: Robust correlation coefficients.

Description Usage Arguments Details Value References See Also Examples

Description

The pcbor function computes the percentage bend correlation coefficient, wincor the Winsorized correlation, pball the percentage bend correlation matrix, winall the Winsorized correlation matrix.

Usage

1
2
3
4
pbcor(x, y = NULL, beta = 0.2)
pball(x, beta = 0.2)
wincor(x, y = NULL, tr = 0.2)
winall(x, tr = 0.2)

Arguments

x

a numeric vector, a matrix or a data frame.

y

a second numeric vector (for correlation functions).

beta

bending constant.

tr

amount of Winsorization.

Details

It tested is whether the correlation coefficient equals 0 (null hypothesis) or not. Missing values are deleted pairwise. The tests are sensitive to heteroscedasticity. The test statistic H in pball tests the hypothesis that all correlations are equal to zero.

Value

pbcor and wincor return an object of class "pbcor" containing:

cor

robust correlation coefficient

test

value of the test statistic

p.value

p-value

n

number of effective observations

call

function call

pball and winall return an object of class "pball" containing:

pbcorm

robust correlation matrix

p.values

p-values

H

H-statistic

H.p.value

p-value H-statistic

cov

variance-covariance matrix

References

Wilcox, R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Elsevier.

See Also

twocor

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
x1 <- subset(hangover, subset = (group == "control" & time == 1))$symptoms
x2 <- subset(hangover, subset = (group == "control" & time == 2))$symptoms

pbcor(x1, x2)
pbcor(x1, x2, beta = 0.1)

wincor(x1, x2)
wincor(x1, x2, tr = 0.1)

require(reshape)
hanglong <- subset(hangover, subset = group == "control")
hangwide <- cast(hanglong, id ~ time, value = "symptoms")[,-1]

pball(hangwide)
winall(hangwide)


Search within the WRS2 package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.