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NSM3 (version 1.5)

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

Run this code
kendall.ci(example=TRUE)

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