IVC_crit

This function is used to calculate the critical values for integrated variance correlation test at significance level 0.1, 0.05 and 0.01

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

IVC_crit function

<dl><dt>N</dt>
<dd>is a integer as large as possible, default is 500</dd>
<dt>realizations</dt>
<dd>is the the number of replication times for simulating the distribution under the null hypothesis</dd></dl>

Arguments

Critical Values for Integrated Variance Correlation Based Hypothesis Test — IVC_crit

<dl>

<dt>N</dt>
<dd>is a integer as large as possible, default is 500</dd>


<dt>realizations</dt>
<dd>is the the number of replication times for simulating the distribution under the null hypothesis</dd>

</dl>

IVC_crit: Critical Values for Integrated Variance Correlation Based Hypothesis Test

Description

Usage

Value

Arguments

Examples