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:
lin.cor(x, y = NULL, method = "pearson", test.na = FALSE)
a numeric vector
, matrix
, or data.frame
.
a numeric vector
that should be correlated with x
.
the method to compute the linear correlation between x
and y
.
a boolean value indicating whether input data should be checked for NA
values.
Hajk-Georg Drost
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) :