depcoeff (version 0.1.1)

kendrs: Kendall regression coefficient for split domains

Description

The function kendrs evaluates the multivariate Kendall regression coefficient for two regressors and split regressor region. It describes how well the target variable can be fit in each split region by a function which is increasing w.r.t. some regressors and decreasing w.r.t. the other regressors.

Usage

kendrs(x,y,splitp=NULL)

Value

list of Kendall regression coefficients for the 4 split regions and the total coefficient together with the corresponding optimal directions. direction ++ means that y increases whenever both regressors increases direction +- means that y increases whenever the first regressor increases and the other regressor decreases..etc.

Arguments

x

datamatrix of regressor variables with two columns,

y

data vector of the target variable

splitp

vector of length 2 of the splitting points, If p1 is the first component of this vector, then the point splits the domain of the first regressor into a left region of fraction p1 of data items and a right region of the remaining data items. The same is done for the second regressor. As the result we obtain 4 subregions of the regressor domain. default=c(0.5,0.5)

References

Eckhard Liebscher (2019). Kendall regression coefficient. Computational Statistics and Data Analysis 157 (2021). 107140

Examples

library(MASS)
data<- gilgais
kendrs(data[,1:2],data[,3],splitp=c(0.4,0.6))