weightedZISpearman

the weightedZISpearman function calculates weighted rho\*, where rho\* is described in Pimentel et al (2009). This association measure is defined for zero-inflated, non-negative random variables.

weightedZISpearman(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 rho* association value between x and y

Pimentel, Ronald Silva, "Kendall's Tau and Spearman's Rho for Zero-Inflated Data" (2009). Dissertations. 721. https://scholarworks.wmich.edu/dissertations/721

Examples

x = pmax(0,rnorm(100))
y = pmax(0,rnorm(100))
w = runif(100)
weightedZISpearman(x,y,w)
#> [1] 0.03880758