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corrfuns (version 1.2)

Correlation Coefficient Related Functions

Description

Many correlation coefficient related functions are offered, such as correlations, partial correlations and hypothesis testing using asymptotic tests and computer intensive methods (bootstrap and permutation). References include Mardia K.V., Kent J.T. and Bibby J.M. (1979). "Multivariate Analysis". ISBN: 978-0124712522. London: Academic Press and Owen A. B. (2001). "Empirical likelihood". Chapman and Hall/CRC Press. ISBN: 9781584880714.

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Version

Install

install.packages('corrfuns')

Monthly Downloads

227

Version

1.2

License

GPL (>= 2)

Maintainer

Michail Tsagris

Last Published

January 8th, 2025

Functions in corrfuns (1.2)

Squared multivariate correlation between two sets of variables

Squared multivariate correlation between two sets of variables
Permutation p-value for the correlation coefficient

Permutation p-value for the correlation coefficient
Permutation p-value for many correlation coefficients

Permutation p-value for many correlation coefficients
Partial correlation between two variables given a correlation matrix

Partial correlation between two variables when a correlation matrix is given
Partial correlation between two variables

Partial correlation between two variables
Asymptotic p-value for many correlation coefficients

Asymptotic p-value for many correlation coefficients
Hypothesis test for equality of two correlation coefficients

Hypothesis test for equality of two correlation coefficients
EL and EEL test for a correlation coefficient

EL and EEL test for a correlation coefficient
corrfuns-package

Correlation Coefficient Related Functions
Partial correlation matrix

Partial correlation matrix
Bootstrap p-value for the correlation coefficient

Bootstrap p-value for the correlation coefficient
Permutation based EL and EEL test for a correlation coefficient

Permutation based EL and EEL test for a correlation coefficient
Asymptotic p-value for a correlation coefficient

Asymptotic p-value for a correlation coefficient