IMVC {newIMVC}

Integrated Mean Variance Correlation

Description

This function is used to calculate the integrated mean variance correlation between two vectors

Usage

IMVC(y, x, K, NN = 3, type)

Arguments

y

is a numeric vector

x

is a numeric vector

K

is the number of quantile levels

NN

is the number of B spline basis, default is 3

type

is an indicator for measuring linear or nonlinear correlation, "linear" represents linear correlation and "nonlinear" represents linear or nonlinear correlation using B splines

Value

The value of the corresponding sample statistic

Examples

n=200
x=rnorm(n)
y=x^2+rt(n,2)

IMVC(y,x,K=10,type="nonlinear")