Kendall partial-tau correlation (Gibbons Ch 12.6)

tau_xy.z = (tau_xy - tau_xz tau_yz) / sqrt((1 - tau_xz^2)(1 - tau_yz^2))

Usage

morie_kendall_tau_partial(x, y, z)

Arguments

x, y, z

Numeric vectors of equal length.

Value

Named list: statistic (partial tau), p_value, tau_xy, tau_xz, tau_yz, z, n.

Examples

set.seed(1)
morie_kendall_tau_partial(x = rnorm(50), y = rnorm(50), z = rnorm(50))
#> $statistic
#> [1] -0.09127898
#> 
#> $p_value
#> [1] 0.3496176
#> 
#> $tau_xy
#> [1] -0.0955102
#> 
#> $tau_xz
#> [1] 0.08897959
#> 
#> $tau_yz
#> [1] -0.05306122
#> 
#> $z
#> [1] -0.9353312
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "Kendall partial tau (xy controlling z)"
#>