correlRatio {sensitivity}

Correlation Ratio

Description

correlRatio computes the correlation ratio between a quantitative variable and a qualitative variable

Usage

correlRatio(X, y)

Arguments

X

a vector containing the quantitative variable.

y

a vector containing the qualitative variable (e.g. a factor).

Value

The value of the correlation ratio

Author(s)

Bertrand Iooss

References

V. Chabridon, L. Clouvel, B. Iooss, M. Il Idrissi and F. Robin, 2022, Variance-based importance measures in the linear regression context: Review, new insights and applications, Preprint

Examples

x <- runif(100)
y <- round(x)
correlRatio(x,y)