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philentropy (version 0.10.0)

lin.cor: Linear Correlation

Description

This function computed the linear correlation between two vectors or a correlation matrix for an input matrix.

The following methods to compute linear correlations are implemented in this function:

Usage

lin.cor(
  x,
  y = NULL,
  method = "pearson",
  test.na = FALSE,
  epsilon = 1e-05,
  num.threads = NULL
)

Arguments

x

a numeric vector, matrix, or data.frame.

y

a numeric vector that should be correlated with x.

method

the method to compute the linear correlation between x and y.

test.na

a boolean value indicating whether input data should be checked for NA values.

epsilon

a small value to address cases where division by zero occurs. Default is `0.00001`. This is only used for `method = "pearson"`.

num.threads

an integer specifying the number of threads to be used for parallel computations. Default is `NULL`, which uses the value from the `RCPP_PARALLEL_NUM_THREADS` environment variable or `2` if not set.

Author

Hajk-Georg Drost

Details

  • method = "pearson" : Pearson's correlation coefficient (centred).

  • method = "pearson2" : Pearson's uncentred correlation coefficient.

  • method = "sq_pearson" . Squared Pearson's correlation coefficient.

  • method = "kendall" : Kendall's correlation coefficient.

  • method = "spearman" : Spearman's correlation coefficient.

Further Details:

  • Pearson's correlation coefficient (centred) :