IVCLLQ

This function is used to calculate the integrated variance correlation between two random variables with local linear estimation

A integrated variance correlation is proposed to measure the dependence between a categorical or continuous random variable and a continuous random variable or vector.
This package is designed to estimate the new correlation coefficient with parametric and nonparametric approaches.
Test of independence for different problems can also be implemented via the new correlation coefficient with this package.

Han Pan

IVCor

A Robust Integrated Variance Correlation

Wei Xiong

Hengjian Cui

IVCLLQ function

<dl><dt>y</dt>
<dd>is a numeric vector</dd>
<dt>x</dt>
<dd>is a numeric vector</dd>
<dt>K</dt>
<dd>is the number of quantile levels</dd></dl>

Arguments

Integrated Variance Correlation with Local Linear Estimation — IVCLLQ

<dl>

<dt>y</dt>
<dd>is a numeric vector</dd>


<dt>x</dt>
<dd>is a numeric vector</dd>


<dt>K</dt>
<dd>is the number of quantile levels</dd>

</dl>

IVCLLQ: Integrated Variance Correlation with Local Linear Estimation

Description

Usage

Value

Arguments

Examples