Permutation based EL and EEL test for a correlation coefficient: Permutation based EL and EEL test for a correlation coefficient
Description
Permutation based EL and EEL test for a correlation coefficient.
Usage
perm.elcortest(y, x, tol = 1e-07, B = 999)
perm.eelcortest(y, x, tol = 1e-07, B = 999)
Value
A vector with two values, the test statistic and its associated permutation based p-value.
Arguments
y
A numerical vector.
x
A numerical vector.
tol
The tolerance vlaue to terminate the Newton-Raphson algorithm.
B
The numer of permutations to perform.
Author
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Details
These functions compute the permutation based p-value for the hypothesis test that the Pearson correlation coefficient is equal to zero using the empirical likelihood or the exponential empirical likelihood.
References
Efron B. (1981) Nonparametric standard errors and confidence intervals. Canadian Journal of
Statistics, 9(2): 139--158.
Owen A. B. (2001). Empirical likelihood. Chapman and Hall/CRC Press.