Last data update: 2014.03.03
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generalCorr
Package: generalCorr
Type: Package
Title: Generalized Correlations and Initial Causal Path
Version: 1.0.2
Date: 2016-04-10
Author: Prof. H. D. Vinod, Fordham University, NY.
Maintainer: H. D. Vinod <vinod@fordham.edu>
Encoding: UTF-8
Depends: R (>= 3.0.0), np (>= 0.60), xtable (>= 1.8), meboot (>= 1.4),
psych (>= 1.5)
Suggests: R.rsp
VignetteBuilder: R.rsp
Description: Asymmetric generalized correlations r*(x|y) measure strength of the
dependence of x on y. If |r*(x|y)|> |r*(y|x)| it suggests that y is more likely
the "kernel cause" of x. There are at least two additional ways of comparing
two kernel regressions helping identify the `cause'.
In simultaneous equation
models where endogeneity of regressors is feared, we can use Prof. Koopmans' method
to ignore endogeneity problems when it kernel causes the dependent variable.
The usual partial correlations can be generalized for the asymmetric matrix of r*'s.
Partial correlations help asses effect of x on y after removing the effect of a
set of variables.
The package provides additional tools for causal assessment,
for printing the causal detections in a clear, comprehensive compact summary form,
for matrix algebra, for outlier detection, and for numerical integration by the
trapezoidal rule, stochastic dominance, etc.
The package has a function for bootstrap-based statistical inference and one
for a heuristic t-test.
License: GPL (>= 2)
LazyData: true
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-06-04 17:04:59 UTC; hd
Repository: CRAN
Date/Publication: 2016-06-04 19:34:56
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'generalCorr' ...
** package 'generalCorr' successfully unpacked and MD5 sums checked
** R
** data
*** moving datasets to lazyload DB
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'generalCorr'
finding HTML links ... done
EuroCrime html
Panel2Lag html
PanelLag html
abs_res html
abs_stdapd html
abs_stdapdC html
abs_stdres html
abs_stdresC html
allPairs html
badCol html
bigfp html
cofactor html
comp_portfo2 html
da html
da2Lag html
diff.e0 html
dig html
e0 html
generalCorrInfo html
get0outliers html
gmc0 html
gmc1 html
gmcmtx0 html
gmcmtxZ html
gmcxy_np html
goodCol html
heurist html
i html
ibad html
ii html
j html
kern html
kern_ctrl html
mag html
mag_ctrl html
min.e0 html
minor html
mtx html
mtx0 html
mtx2 html
n html
naTriplet html
nall html
nam.badCol html
nam.goodCol html
nam.mtx0 html
napair html
out1 html
p1 html
parcor_ijk html
parcor_ridg html
pcause html
prelec2 html
rhs.lag2 html
rhs1 html
ridgek html
rij html
rijMrji html
rji html
rrij html
rrji html
rstar html
sales2Lag html
salesLag html
seed html
sgn.e0 html
some0Pairs html
someCPairs html
someMagPairs html
somePairs html
sort.abse0 html
sort.e0 html
sort_matrix html
stdz_xy html
stochdom2 html
wtdpapb html
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (generalCorr)
Making 'packages.html' ... done
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