indep_test {wdm} | R Documentation |
Computes a (possibly weighted) dependence measure between x
and y
if
these are vectors. If x
and y
are matrices then the measure between the
columns of x
and the columns of y
are computed.
indep_test(x, y, method = "pearson", weights = NULL, remove_missing = TRUE, alternative = "two-sided")
x, y |
numeric vectors of data values. |
method |
the dependence measure; see Details for possible values. |
weights |
an optional vector of weights for the observations. |
remove_missing |
if |
alternative |
indicates the alternative hypothesis and must be one of
|
Available methods:
"pearson"
: Pearson correlation
"spearman"
: Spearman's ρ
"kendall"
: Kendall's τ
"blomqvist"
: Blomqvist's β
"hoeffding"
: Hoeffding's D
Partial matching of method names is enabled.
All methods except "hoeffding"
work with discrete variables.
x <- rnorm(100) y <- rpois(100, 1) # all but Hoeffding's D can handle ties w <- runif(100) indep_test(x, y, method = "kendall") # unweighted indep_test(x, y, method = "kendall", weights = w) # weighted