Function to compute Hoeffding's D statistic for small sample sizes.
This will calculate Hoeffding's D statistic following section 8.6 of Hollander, Wolfe & Chicken, Nonparametric Statistical Methods, 3e. Uses the correction for ties given at (8.92).
HoeffD(x, y, example=FALSE)
x |
first data vector |
y |
second data vector |
example |
if true, analyzes the data from Example 8.6 |
This function is intended for small sample sizes n only. For large n, use the asymptotic equivalence of D to the Blum-Kliefer-Rosenblatt statistic in the R package "Hmisc", command "hoeffd".
Eric Chicken
##Example 8.6 Hollander-Wolfe-Chicken## HoeffD(example=TRUE)
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