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Performs a permutation test of independence using ace in package acepack. ace stands for alternating conditional expectations.
ace.test(x, y = NULL, nperm = 999)
A list containing the following components:
the value of the test statistic.
the p-value of the test.
a numeric vector, or a matrix or data frame with two columns.
NULL (default) or a vector with same length as x.
number of permutations.
Hajo Holzmann, Bernhard Klar
Holzmann, Klar (2024) Lancester correlation - a new dependence measure linked to maximum correlation. arXiv:2303.17872
lcor.test
n <- 200 x <- matrix(rnorm(n*2), n) nu <- 2 y <- x / sqrt(rchisq(n, nu)/nu) #multivariate t cor.test(y[,1], y[,2], method = "spearman") ace.test(y)
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