IVCCA {IVCor} | R Documentation |
Integrated Variance Correlation with Discrete Response Variable
Description
This function is used to calculate the integrated variance correlation between a discrete response variable and a continuous random variable
Usage
IVCCA(y, x, K)
Arguments
y |
is the categorical response vector |
x |
is a numeric vector |
K |
is the number of quantile levels |
Value
The value of the corresponding sample statistic
Examples
n=100
y=sample(rep(1:3), n, replace = TRUE, prob = c(1/3,1/3,1/3))
x=c()
for(i in 1:n){
x[i]=rnorm(1,mean=2*y[i],sd=1)
}
IVCCA(y,x,K=5)
[Package IVCor version 0.1.0 Index]