基于R环境下的多维变量组合间的相关系数实现

Generalized Correlation Coefficient Among Multi-variable Groups and Its R-program with R-language

为了完善多维随机向量各分量不同组合间的广义相关系数理论,以期为实际应用工作提供一种新的相关分析方法.本文借助于一元线性回归模型,采用矩法,提出一种用于描述多维随机向量各分量不同组合间的广义相关系数,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.

The recearch was done in order to complete generalized correlation coefficient theory system among multi- variable groups and provide the non-linear correlation method for operator. A kind of new generalized correlation coefficient based on the four rank moments was built with linear regression model, which could describe the correlation of different multi-variable groups , give its function package with R-language,enrich the R-language＇ s function package.