spearmans.hermite_estimator_bivar {hermiter}

Estimates the Spearman's rank correlation coefficient

Description

This method calculates the Spearman's rank correlation coefficient value using the hermite_estimator_bivar object (h_est_obj).

Usage

## S3 method for class 'hermite_estimator_bivar'
spearmans(h_est_obj, clipped = FALSE)

Arguments

h_est_obj

A hermite_estimator_bivar object.

clipped

A boolean value. Indicates whether to clip Spearman's rank correlation estimates to lie between -1 and 1.

Details

The method utilizes the estimator defined in the paper Stephanou, Michael and Varughese, Melvin. "Sequential Estimation of Nonparametric Correlation using Hermite Series Estimators." arXiv Preprint (2020), https://arxiv.org/abs/2012.06287

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

Value

A numeric value.