gmcxy_np function

Function to compute generalized correlation coefficients r*(x|y) and r*(y|x) from two vectors (not matrices)

This function uses the `np' package and assumes that there are no missing data.

gmcxy_np(x, y)

Arguments

• x: vector of x data
• y: vector of y data

Returns

• corxy: r*(x|y) from regressing x on y, where y is the kernel cause.

• coryx: r*(y|x) from regressing y on x, where x is the cause.

Note

This is provided if the user want to avoid calling kern.

Examples

## Not run:

set.seed(34);x=sample(1:10);y=sample(2:11)
gmcxy_np(x,y)
## End(Not run)

References

Vinod, H. D. `Generalized Correlation and Kernel Causality with Applications in Development Economics' in Communications in Statistics -Simulation and Computation, 2015, tools:::Rd_expr_doi("10.1080/03610918.2015.1122048")

Vinod, H. D. 'Matrix Algebra Topics in Statistics and Economics Using R,' Chapter 4 in 'Handbook of Statistics: Computational Statistics with R,' Vol.32, co-editors: M. B. Rao and C.R. Rao. New York: North Holland, Elsevier Science Publishers, 2014, pp. 143-176.

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY