Permutation based EL and EEL test for a correlation coefficient {corrfuns} | R Documentation |
Permutation based EL and EEL test for a correlation coefficient
Description
Permutation based EL and EEL test for a correlation coefficient.
Usage
perm.elcortest(y, x, tol = 1e-07, B = 999)
perm.eelcortest(y, x, tol = 1e-07, B = 999)
Arguments
y |
A numerical vector. |
x |
A numerical vector. |
tol |
The tolerance vlaue to terminate the Newton-Raphson algorithm. |
B |
The numer of permutations to perform. |
Details
These functions compute the permutation based p-value for the hypothesis test that the Pearson correlation coefficient is equal to zero using the empirical likelihood or the exponential empirical likelihood.
Value
A vector with two values, the test statistic and its associated permutation based p-value.
Author(s)
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Efron B. (1981) Nonparametric standard errors and confidence intervals. Canadian Journal of Statistics, 9(2): 139–158.
Owen A. B. (2001). Empirical likelihood. Chapman and Hall/CRC Press.
See Also
Examples
perm.eelcortest( iris[, 1], iris[, 2])