kendall.confint {GeneNT}R Documentation

Asymptotic confidence intervals of Pearson correlation coefficient

Description

This function returns confidence intervals for a list of Kendall correlation coefficients given sample size N and significant level alpha.

Usage

kendall.confint(x, y, alpha)

Arguments

x i.i.d. observations of random variable X
y i.i.d. observations of random variable Y
alpha The significance level

Details

The function calculate approximate p-values and confidence intervals. See Hollander and Wolfe, 1999. Nonparametric Statistical Methods.

Value

The function returns asymptotic lower and upper bound(s) of Kendall correlation coefficient(s).

Author(s)

Dongxiao Zhu (http://dongxiaozhu.googlepages.com/home)

References

Zhu, D., Hero, A.O., Qin, Z.S. and Swaroop, A. High throughput screening of co-expressed gene pairs with controlled False Discovery Rate (FDR) and Minimum Acceptable Strength (MAS). Submitted.

Hollander M. and Wolfe D.A. (1999). Nonparametric Statistical Methods, New York: Wiley.

See Also

cor.confint

Examples

x <- runif(20, -1, 1)
y <- runif(20, -1, 1)
kendall.confint(x,y,0.05)

[Package GeneNT version 1.4 Index]