corrfuns (version 1.2)

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 .

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.

See Also

el.cor.test, permcor

Examples

perm.eelcortest( iris[, 1], iris[, 2])