IVCor (version 0.1.0)

IVCCA: Integrated Variance Correlation with Discrete Response Variable

Description

This function is used to calculate the integrated variance correlation between a discrete response variable and a continuous random variable

Usage

IVCCA(y, x, K)

Value

The value of the corresponding sample statistic

Arguments

y

is the categorical response vector

x

is a numeric vector

K

is the number of quantile levels

Examples

n=100
y=sample(rep(1:3), n, replace = TRUE, prob = c(1/3,1/3,1/3))
x=c()
for(i in 1:n){
 x[i]=rnorm(1,mean=2*y[i],sd=1)
}

IVCCA(y,x,K=5)