Kendall partial tau controlling for z — morie_partial

tau_xy.z = (t_xy - t_xz * t_yz) / sqrt((1 - t_xz^2)(1 - t_yz^2)). A shrinkage diagnostic, not a conditional-independence test: it does not reach zero under exact conditional independence. Mirrors morie.fn.gb1251.

Usage

morie_partial_tau(x, y, z)

Arguments

x, y, z: Numeric vectors of equal length.

Value

List with partial_tau, tau_xy, tau_xz, tau_yz, n.

References

Gibbons JD, Chakraborti S (2011). Nonparametric Statistical Inference, 5th ed., Sec. 12.5.

Examples

morie_partial_tau(x = c(2.5, 1.0, 3.5, 4.0, 2.0, 5.5, 3.0, 6.5),
  y = c(2.5, 1.0, 3.5, 4.0, 2.0, 5.5, 3.0, 6.5), z = c(1, 2, 3, 4, 5, 6, 7, 8))
#> $partial_tau
#> [1] 1
#> 
#> $tau_xy
#> [1] 1
#> 
#> $tau_xz
#> [1] 0.5
#> 
#> $tau_yz
#> [1] 0.5
#> 
#> $n
#> [1] 8
#>