R: Confidence intervals for two-sided tests on correlation...

twocor {WRS2} | R Documentation

## Confidence intervals for two-sided tests on correlation coefficients.

### Description

The `twopcor` function tests whether the difference between two Pearson correlations is 0. The `twocor` function performs the same test on a robust correlation coefficient (percentage bend correlation or Winsorized correlation).

### Usage

    twopcor(x1, y1, x2, y2, nboot = 599)
    twocor(x1, y1, x2, y2, corfun = "pbcor", nboot = 599, tr = 0.2, beta = 0.2)

### Arguments

`x1` | a numeric vector.
`y1` | a numeric vector.
`x2` | a numeric vector.
`y2` | a numeric vector.
`nboot` | number of bootstrap samples.
`corfun` | Either `"pbcor"` for percentage based correlation or `"wincor"` for Winsorized correlation.
`tr` | amount of Winsorization.
`beta` | bending constant.

### Details

It is tested whether the first correlation coefficient (based on `x1` and `y1`) equals to the second correlation coefficient (based on `x2` and `y2`). Both approaches return percentile bootstrap CIs.

### Value

`twopcor` and `twocor` return an object of class `"twocor"` containing:

`r1` | robust correlation coefficient
`r2` | value of the test statistic
`ci` | confidence interval
`p.value` | p-value
`call` | function call

### References

Wilcox, R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Elsevier.

### See Also

`pbcor`, `wincor`

### Examples

    ct1 <- subset(hangover, subset = (group == "control" & time == 1))$symptoms
    ct2 <- subset(hangover, subset = (group == "control" & time == 2))$symptoms
    at1 <- subset(hangover, subset = (group == "alcoholic" & time == 1))$symptoms
    at2 <- subset(hangover, subset = (group == "alcoholic" & time == 2))$symptoms

    set.seed(111)
    twopcor(ct1, ct2, at1, at2)
    set.seed(123)
    twocor(ct1, ct2, at1, at2, corfun = "pbcor", beta = 0.15)
    set.seed(224)
    twocor(ct1, ct2, at1, at2, corfun = "wincor", tr = 0.15, nboot = 50)

[Package WRS2 version 0.9-2 Index]