weightedZIKendall

the weightedZIKendall function calculates weighted Tau*, where Tau* is described in Pimentel et al (2015) doi:10.1016/j.spl.2014.09.002. This association measure is defined for zero-inflated, non-negative random variables.

weightedZIKendall(x, y, w = 1)

Arguments

x

x and y are non-negative data vectors

y

x and y are non-negative data vectors

w

weight vector, values should be between 0 and 1

Value

numeric weighted Tau* association value between x and y

Examples

x = pmax(0,rnorm(100))
y = pmax(0,rnorm(100))
w = runif(100)
weightedZIKendall(x,y,w)
#> [1] -0.04616447