Generalized Correlations and Various Causal Paths

Since causal paths from data are important for all sciences, the package provides many sophisticated functions. causeSummBlk() 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|<|e1|. These inequalities between many absolute values are quantified by four orders of stochastic dominance. Our third criterion Cr3 for the causal path X to Y requires new generalized partial correlations to satisfy |r*(x|y,z)|< |r*(y|x,z)|. The function parcorBMany() reports generalized partials between the first variable and all others. The package provides several R functions including get0outliers() for outlier detection, bigfp() for numerical integration by the trapezoidal rule, stochdom2() for stochastic dominance, pillar3D() for 3D charts, canonRho() for generalized canonical correlations, depMeas() measures nonlinear dependence, and causeSummary(mtx) reports summary of causal paths among matrix columns is easiest to use. Several functions whose names begin with 'boot' provide bootstrap statistical inference including a new bootGcRsq() test for "Granger-causality" allowing nonlinear relations. See Vinod (2019) .


News

Package: generalCorr

Version 1.1.2 [2018-07-11] o Added parcorMtx function to compute partial correlation matrices and some bootstrap summarizing bootSignPcent using -100 to 100 range, and some bug fixes.

Version 1.1.1 [2018-01-24] o improvements to vignette2, option to use older Cr1 criterion and some bootstrap summarizing functions added.

Version 1.1.0 [2018-01-04] o revised first criterion Cr1 to directly reflect orthogonality between regressors and errors, leading to many changes.

Version 1.0.9 [2017-10-03] o further revised parcor_ijk and revised versions of 3 vignettes

Version 1.0.9 [2017-09-05] o further minor corrections

Version 1.0.7 [2017-09-02] o slightly revised parcor_ijk and inclusion of 3 vignettes

Version 1.0.6 [2017-07-21] o New functions added descriptions updated especially silentMtx

Version 1.0.5 [2017-06-16] o New functions added descriptions updated especially silentMtx

Version 1.0.4 [2017-06-08] o New functions added and descriptions updated especially causeSummary for strength index for unanimity of three criteria in [-100, 100] range.

Version 1.0.3 [2016-06-28] o New functions added for bootstrap and causal path assessment without much printing.

Version: 1.0.2 [2016-05-20] o New functions added to treat some variables as control variables, not part of causal paths.

Version: 1.0.1 [2016-05-20] o cosmetic changes to many functions, changed output titles in somePairs(), some0Pairs(), allPairs() with added example in parcor_ridg()

Reference manual

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install.packages("generalCorr")

1.1.6 by H. D. Vinod, 8 days ago


Browse source code at https://github.com/cran/generalCorr


Authors: Prof. H. D. Vinod , Fordham University , NY.


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on np, xtable, meboot, psych, lattice

Suggests R.rsp


See at CRAN