hermiter (version 2.3.1)

spearmans: Estimates the Spearman's rank correlation coefficient

Description

This method utilizes the estimator (8) in the paper Stephanou, Michael and Varughese, Melvin. "Sequential estimation of Spearman rank correlation using Hermite series estimators." Journal of Multivariate Analysis (2021) <doi:10.1016/j.jmva.2021.104783> to calculate the Spearman rank correlation coefficient. It is only applicable to the bivariate Hermite estimator i.e. est_type = "bivariate".

Usage

spearmans(h_est_obj, clipped = FALSE)

Value

A numeric value.

Arguments

h_est_obj

A hermite_estimator_bivar object.

clipped

A boolean value. Indicates whether to clip Spearman's rank correlation estimates to lie between -1 and 1.

Details

The object must be updated with observations prior to the use of this method.

Examples

if (FALSE) {
hermite_est <- hermite_estimator(N = 10, standardize = TRUE,
est_type="bivariate", observations = matrix(rnorm(30*2), nrow=30, 
ncol=2, byrow = TRUE))
spearmans_est <- spearmans(hermite_est)
}