[R] Permutation tests for correlations

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Thu 01 Dec 2005 - 02:36:59 EST


Apropos the question about permutation tests in multiple regression:

We do have perm.test in package ExactRankTests, but it does one- and two-sample tests, as in t.test, wilcox.test, etc. There doesn't seem to be an exact version of the permutation test for correlations, i.e., the one that could be estimated using

replicate(10000, cor(x,sample(y))) # or other values of 10000

or, of course, computed exactly by enumeration of all the permutations, which is feasible up to length(x) == 10 or so.

So I'm wondering: Is this due to lack of theory/algorithm or just lack of implementation?

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Thu Dec 01 03:17:58 2005

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