kendall.confint {GeneNT} | R Documentation |
This function returns confidence intervals for a list of Kendall correlation coefficients given sample size N and significant level alpha.
kendall.confint(x, y, alpha)
x |
i.i.d. observations of random variable X |
y |
i.i.d. observations of random variable Y |
alpha |
The significance level |
The function calculate approximate p-values and confidence intervals. See Hollander and Wolfe, 1999. Nonparametric Statistical Methods.
The function returns asymptotic lower and upper bound(s) of Kendall correlation coefficient(s).
Dongxiao Zhu (http://dongxiaozhu.googlepages.com/home)
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.
x <- runif(20, -1, 1) y <- runif(20, -1, 1) kendall.confint(x,y,0.05)