NSM3 (version 1.11)

kendall.ci: Function to produce a confidence interval for Kendall's tau.

Description

Based on sections 8.3 and 8.4 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e.

Usage

kendall.ci(x=NULL, y=NULL, alpha=0.05, type="t", bootstrap=F, B=1000, example=F)

Arguments

x

first data vector

y

second data vector

alpha

the significance level

type

type of confidence interval. Can be "t" (two-sided), "u" (upper) or "l" (lower).

bootstrap

if False, will find the asymptotic CI (as in section 8.3). If True, will find a bootstrap CI (as in section 8.4).

B

the number of bootstrap replicates

example

if True, will analyze data from Example 8.1

Examples

# NOT RUN {
kendall.ci(example=TRUE)
# }