非线性广义相关系数及其R语言实现

Non-linear Generalized Correlation Coefficient and Its R-program with R-language

为了克服以往的相关性指标所存在的线性相关性和信息损失的问题,以期为实际应用工作提供一种新的多变量间的非线性相关分析方法。本文采用四阶矩法,提出一种用于描述变量间或向量间的相关性程度的广义相关系数,且该广义相关系数计算简单,无信息损失,并能度量变量之间的非线性相关性。并用R语言编写该函数包,便于应用工作者使用,且丰富了R语言中的函数包。

In order to overcome the problem of linear correlation and information loss ,and could provide a new ways of non-linear correlation analysis in different traits for operator. A kind of new generalized correlation coefficient based on the four rank moment will be built ,which can describe the correlation of different variables and vectors,whose calculate method is simple,whose information is no loss and whose correlation is non-linear and give its function package with R-language,enrich the R-language’s function package.