kendall.ci

Based on sections 8.3 and 8.4 of Hollander, Wolfe &amp; Chicken, Nonparametric Statistical Methods, 3e.

Kendall

Confidence Interval

Designed to replace the tables which were in the back of the first two editions of Hollander and Wolfe - Nonparametric Statistical Methods.  Exact procedures are performed when computationally possible.  Monte Carlo and Asymptotic procedures are performed otherwise.  For those procedures included in the base packages, our code simply provides a wrapper to standardize the output with the other procedures in the package.

Grant Schneider

NSM3

Functions and Datasets to Accompany Hollander, Wolfe, and
Chicken - Nonparametric Statistical Methods, Third Edition

kendall.ci function

<dl><dt>x</dt>
<dd>first data vector</dd><dt>y</dt>
<dd>second data vector</dd><dt>alpha</dt>
<dd>the significance level</dd><dt>type</dt>
<dd>type of confidence interval. Can be "t" (two-sided), "u" (upper) or "l" (lower).</dd><dt>bootstrap</dt>
<dd>if False, will find the asymptotic CI (as in section 8.3). If True, will find a bootstrap CI (as in section 8.4).</dd><dt>B</dt>
<dd>the number of bootstrap replicates</dd><dt>example</dt>
<dd>if True, will analyze data from Example 8.1</dd></dl>

Arguments

Author

Function to produce a confidence interval for Kendall's tau. — kendall.ci

<dl>

<dt>x</dt>
<dd>first data vector</dd>

<dt>y</dt>
<dd>second data vector</dd>

<dt>alpha</dt>
<dd>the significance level</dd>

<dt>type</dt>
<dd>type of confidence interval. Can be "t" (two-sided), "u" (upper) or "l" (lower).</dd>

<dt>bootstrap</dt>
<dd>if False, will find the asymptotic CI (as in section 8.3). If True, will find a bootstrap CI (as in section 8.4).</dd>

<dt>B</dt>
<dd>the number of bootstrap replicates</dd>

<dt>example</dt>
<dd>if True, will analyze data from Example 8.1</dd>

</dl>

kendall.ci: Function to produce a confidence interval for Kendall's tau.

Description

Usage

Arguments

Author

Examples