generalCorr (1.1.3)

Generalized Correlations and Plausible Causal Paths.

http://cran.r-project.org/web/packages/generalCorr

Since causal paths from data are important for all sciences, the package provides many sophisticated functions. causeSummary() gives easy-to-interpret causal paths. Let Z denote control variables and compare two flipped kernel regressions: X=f(Y, Z)+e1 and Y=g(X,Z)+e2. Our criterion Cr1 says that if |e1*Y|>|e2*X| then variation in X is more "exogenous or independent" than in Y and causal path is X to Y. Criterion Cr2 requires |e2|< |r*(y|x,z)|. The function parcorMany() reports generalized partials between the first variable and all others. The package provides additional R tools for causal assessment, "outlier detection," and for numerical integration by the trapezoidal rule, stochastic dominance, pillar 3D charts, etc. We also provide functions for bootstrap-based statistical inference for causal paths.

Maintainer: H. D. Vinod
Author(s): Prof. H. D. Vinod, Fordham University, NY.

License: GPL (>= 2)

Uses: lattice, meboot, np, psych, xtable, R.rsp

Released 2 months ago.