Permutation based p-value for the Pearson correlation coefficient:
Permutation based p-value for the Pearson correlation coefficient
Description
The main task of this test is to provide a p-value PVALUE for the null hypothesis: feature 'X' is independent from 'TARGET' given a conditioning set CS.
Usage
permcor(x, R = 999)
Arguments
x
A matrix with two columns, two continuous variables.
R
The number of permutations to be conducted; set to 999 by default.
Value
A vector consisting of two values, the Pearson correlation and the permutation based p-value.
Details
This is a computational non parametric correlation coefficient test and is advised to be used when a small sample size is available.