generalCorr: Generalized Correlations and Plausible Causal Paths

Since causal paths from data are important for all sciences, the package provides many sophisticated functions. causeSummary() 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 value 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 parcorMany() reports generalized partials between the first variable and all others. The package provides additional R tools for causal assessment, "outlier detection," and for numerical integration by the trapezoidal rule, stochastic dominance, pillar 3D charts, etc. We also provide functions for bootstrap-based statistical inference for causal paths.

Version: 1.1.3
Depends: R (≥ 3.0.0), np (≥ 0.60), xtable (≥ 1.8), meboot (≥ 1.4), psych, lattice
Suggests: R.rsp
Published: 2019-10-07
Author: Prof. H. D. Vinod, Fordham University, NY.
Maintainer: H. D. Vinod <vinod at fordham.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
CRAN checks: generalCorr results

Downloads:

Reference manual: generalCorr.pdf
Vignettes: generalCorr-vignette
generalCorr-vignette2
generalCorr-vignette3
Package source: generalCorr_1.1.3.tar.gz
Windows binaries: r-devel: generalCorr_1.1.3.zip, r-release: generalCorr_1.1.3.zip, r-oldrel: generalCorr_1.1.3.zip
OS X binaries: r-release: generalCorr_1.1.3.tgz, r-oldrel: generalCorr_1.1.3.tgz
Old sources: generalCorr archive

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