rstar
(Package: generalCorr) :
Function to compute generalized correlation coefficients r*(x,y).
Uses Vinod (2015) definition of generalized (asymmetric) correlation coefficients. It requires kernel regression of x on y obtained by using the ‘np’ package. It also reports usual Pearson correlation coefficient r and pvalue for testing the null hypothesis that (population r)=0.
● Data Source:
CranContrib
● Keywords: asymmetric, pvalues
● Alias: rstar
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abs_res
(Package: generalCorr) :
Absolute residuals of kernel regression of x on y.
This internal function calls the kern function to implement kernel regression with the option residuals=TRUE and returns absolute residuals.
● Data Source:
CranContrib
● Keywords: kern, regression, residuals
● Alias: abs_res
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intended for internal use only
● Data Source:
CranContrib
● Keywords:
● Alias: min.e0
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gmcmtx0
(Package: generalCorr) :
Compute the matrix R* of generalized correlation coefficients.
This function checks for missing data for each pair individually. It then uses the kern function to kernel regress x on y, and conversely y on x. It needs the library ‘np’ which reports Rsquares of each regression. This function reports their square roots after assigning them the observed sign of the Pearson correlation coefficient. Its advantages are (i) It is asymmetric yielding causal direction information, by relaxing the assumption of linearity implicit in usual correlation coefficients. (ii) The r* correlation coefficients are genearally larger upon admitting arbitrary nonlinearities.
● Data Source:
CranContrib
● Keywords: R*, asymmetric, kernel, regression,
● Alias: gmcmtx0
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intended for internal use only
● Data Source:
CranContrib
● Keywords:
● Alias: mtx0
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intended for internal use only
● Data Source:
CranContrib
● Keywords:
● Alias: nall
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intended for internal use
● Data Source:
CranContrib
● Keywords:
● Alias: n
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intended for internal use only
● Data Source:
CranContrib
● Keywords:
● Alias: seed
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intended for internal use only
● Data Source:
CranContrib
● Keywords:
● Alias: rij
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intended for internal use
● Data Source:
CranContrib
● Keywords:
● Alias: i
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0 images
