Package: generalCorr
Type: Package
Title: Generalized Correlations and Initial Causal Path
Version: 1.1.2
Date: 2018-07-11
Author: Prof. H. D. Vinod, Fordham University, NY.
Maintainer: H. D. Vinod <vinod@fordham.edu>
Encoding: UTF-8
Depends: R (>= 3.0.0), np (>= 0.60), xtable (>= 1.8), meboot (>= 1.4),
        psych (>= 1.5)
Suggests: R.rsp
VignetteBuilder: R.rsp
Description: Since causal paths from data are important for all sciences, the
     package provides sophisticated functions. The idea is simply 
     that if X causes Y (path: X to Y) then non-deterministic variation in X
     is more "original or independent" than similar variation in Y. Since causal variables are
     also exogenous in a model, we provide new exogeneity tests.  We compare 
     two flipped kernel regressions: X=f(Y, Z) and Y=g(X,Z), where Z are control 
     variables. Our first two criteria compare absolute cross products
     of regressor values and residuals (Cr1) and 
     absolute residuals (Cr2), are both quantified by stochastic dominance of four 
     orders (SD1 to SD4). Our third criterion (Cr3) expects X to be better able 
     to predict Y than the other way around using generalized partial correlation 
     If |r*(x|y,z)|> |r*(y|x,z)| it suggests that y is more likely
    the "kernel cause" of x. The usual partial correlations are generalized with 
    a new non-symmetric matrix developed here.
    Partial correlations help asses effect of x on y after removing the effect of a
    set of variables. 
    The package provides additional tools for causal assessment,
    for printing the causal directions in a clear, comprehensive compact summary form,
    for matrix algebra, for "outlier detection", and for numerical integration by the
    trapezoidal rule, stochastic dominance, etc. 
    The package has functions for bootstrap-based statistical inference.
License: GPL (>= 2)
LazyData: true
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2018-07-12 01:28:43 UTC; vinod
Repository: CRAN
Date/Publication: 2018-07-12 07:20:10 UTC
Built: R 3.4.4; ; 2018-07-13 10:02:35 UTC; unix
