

corr(boot)                                   R Documentation

_C_o_r_r_e_l_a_t_i_o_n _C_o_e_f_f_i_c_i_e_n_t

_D_e_s_c_r_i_p_t_i_o_n_:

     Calculates the weighted correlation given a data set
     and a set of weights.

_U_s_a_g_e_:

     corr(d, w=rep(1,nrow(d))/nrow(d))

_A_r_g_u_m_e_n_t_s_:

       d: A matrix with two columns corresponding to the two
          variables whose correlation we wish to calculate.

       w: A vector of weights to be applied to each pair of
          observations.  The default is equal weights for
          each pair.  Normalization takes place within the
          function so `sum(w)' need not equal 1.

_D_e_t_a_i_l_s_:

     This function finds the correlation coefficient in
     weighted form.  This is often useful in bootstrap meth-
     ods since it allows for numerical differentiation to
     get the empirical influence values.  It is also neces-
     sary to have the statistic in this form to find ABC
     intervals.

_V_a_l_u_e_:

     The correlation coefficient between `d[,1]' and
     `d[,2]'.

_S_e_e _A_l_s_o_:

     `cor'

