ace.test {lancor}

ACE permutation test of independence

Description

Performs a permutation test of independence using ace in package acepack. ace stands for alternating conditional expectations.

Usage

ace.test(x, y = NULL, nperm = 999)

Arguments

x

a numeric vector, or a matrix or data frame with two columns.

y

NULL (default) or a vector with same length as x.

nperm

number of permutations.

Value

A list containing the following components:

ace

the value of the test statistic.

pval

the p-value of the test.

Author(s)

Hajo Holzmann, Bernhard Klar

References

Holzmann, Klar (2024) Lancester correlation - a new dependence measure linked to maximum correlation. arXiv:2303.17872

See Also

lcor.test

Examples

n <- 200
x <- matrix(rnorm(n*2), n)
nu <- 2
y <- x / sqrt(rchisq(n, nu)/nu) #multivariate t
cor.test(y[,1], y[,2], method = "spearman")
ace.test(y)