ace.test {lancor} | R Documentation |
Performs a permutation test of independence using ace in package acepack. ace stands for alternating conditional expectations.
ace.test(x, y = NULL, nperm = 999)
x |
a numeric vector, or a matrix or data frame with two columns. |
y |
NULL (default) or a vector with same length as x. |
nperm |
number of permutations. |
A list containing the following components:
ace |
the value of the test statistic. |
pval |
the p-value of the test. |
Hajo Holzmann, Bernhard Klar
Holzmann, Klar (2024) Lancester correlation - a new dependence measure linked to maximum correlation. arXiv:2303.17872
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)