Robust Permutation Tests of Correlation Coefficients
Description
Provides tools for statistical testing of correlation coefficients through robust
permutation method and large sample approximation method. Tailored to different types
of correlation coefficients including Pearson correlation coefficient, weighted
Pearson correlation coefficient, Spearman correlation coefficient, and Lin's
concordance correlation coefficient.The robust permutation test controls type I error
under general scenarios when sample size is small and two variables are dependent but
uncorrelated. The large sample approximation test generally controls type I error when
the sample size is large (>200).