HoeffD {NSM3}

Function to compute Hoeffding's D statistic for small sample sizes.

Description

This will calculate Hoeffding's D statistic following section 8.6 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e. Uses the correction for ties given at (8.92).

Usage

HoeffD(x, y, example=FALSE) 

Arguments

x

first data vector

y

second data vector

example

if true, analyzes the data from Example 8.6

Note

This function is intended for small sample sizes n only. For large n, use the asymptotic equivalence of D to the Blum-Kliefer-Rosenblatt statistic in the R package "Hmisc", command "hoeffd".

Author(s)

Eric Chicken

Examples

##Example 8.6 Hollander-Wolfe-Chicken##
HoeffD(example=TRUE)