kendall {hermiter}

Estimates the Kendall rank correlation coefficient

Description

This method calculates the Kendall rank correlation coefficient value. It is only applicable to the bivariate Hermite estimator i.e. est_type = "bivariate".

Usage

kendall(h_est_obj, clipped = FALSE)

Arguments

h_est_obj

A hermite_estimator_bivar object.

clipped

A boolean value. Indicates whether to clip the Kendall rank correlation estimates to lie between -1 and 1.

Details

The object must be updated with observations prior to the use of this method.

Value

A numeric value.

Examples

## Not run: 
hermite_est <- hermite_estimator(N = 10, standardize = TRUE,
est_type="bivariate", observations = matrix(rnorm(30*2), nrow=30, 
ncol=2, byrow = TRUE))
kendall_est <- kendall(hermite_est)

## End(Not run)