lcor.test

Lancaster correlation test of bivariate independence.
Lancaster correlation is a bivariate measures of dependence.

Implementation of the methods described in Holzmann, Klar (2024)
<doi:10.48550/arXiv.2303.17872>. Lancaster correlation is a correlation coefficient
which equals the absolute value of the Pearson correlation for the bivariate
normal distribution, and is equal to or slightly less than the maximum
correlation coefficient for a variety of bivariate distributions. Rank and
moment-based estimators and corresponding confidence intervals are
implemented, as well as independence tests based on these statistics.

Bernhard Klar

lancor

Statistical Inference via Lancaster Correlation

Hajo Holzmann

lcor.test function

<dl> <dt>x</dt>
<dd>a numeric vector, or a matrix or data frame with two columns.</dd> <dt>y</dt>
<dd>NULL (default) or a vector with same length as x.</dd> <dt>type</dt>
<dd>a character string indicating which lancaster correlation is to be computed. One of "rank" (default), or "linear": can be abbreviated.</dd> <dt>nperm</dt>
<dd>number of permutations.</dd> <dt>method</dt>
<dd>a character string indicating how the p-value is computed if type ="linear". One of "permutation" (default), "asymptotic" or "symmetric": can be abbreviated.</dd></dl>

Arguments

Author

Lancaster correlation test — lcor.test

<dl>

 <dt>x</dt>
<dd>a numeric vector, or a matrix or data frame with two columns.</dd>

 <dt>y</dt>
<dd>NULL (default) or a vector with same length as x.</dd>

 <dt>type</dt>
<dd>a character string indicating which lancaster correlation is to be computed. One of "rank" (default), or "linear": can be abbreviated.</dd>

 <dt>nperm</dt>
<dd>number of permutations.</dd>

 <dt>method</dt>
<dd>a character string indicating how the p-value is computed if type ="linear". One of "permutation" (default), "asymptotic" or "symmetric": can be abbreviated.</dd>

</dl>

lcor.test: Lancaster correlation test

Description

Usage

Value

Arguments

Author

References

See Also

Examples