lcor.test {lancor}

Lancaster correlation test

Description

Lancaster correlation test of bivariate independence. Lancaster correlation is a bivariate measures of dependence.

Usage

lcor.test(x, y = NULL, type = c("rank", "linear"), nperm = 999,
          method = c("permutation", "asymptotic", "symmetric"))

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.

type

a character string indicating which lancaster correlation is to be computed. One of "rank" (default), or "linear": can be abbreviated.

nperm

number of permutations.

method

a character string indicating how the p-value is computed if type ="linear". One of "permutation" (default), "asymptotic" or "symmetric": can be abbreviated.

Value

A list containing the following components:

lcor

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, lcor.comp, lcor.ci

Examples

n <- 200
x <- matrix(rnorm(n*2), n)
nu <- 2
y <- x / sqrt(rchisq(n, nu)/nu)
cor.test(y[,1], y[,2], method = "spearman")
lcor.test(y, type = "rank")