Other packages > Find by keyword >

generalCorr  

Generalized Correlations, Causal Paths and Portfolio Selection
View on CRAN: Click here


Download and install generalCorr package within the R console
Install from CRAN:
install.packages("generalCorr")

Install from Github:
library("remotes")
install_github("cran/generalCorr")

Install by package version:
library("remotes")
install_version("generalCorr", "1.2.6")



Attach the package and use:
library("generalCorr")
Maintained by
H. D. Vinod
[Scholar Profile | Author Map]
First Published: 2016-05-02
Latest Update: 2023-10-09
Description:
Function gmcmtx0() computes a more reliable (general) correlation matrix. Since causal paths from data are important for all sciences, the package provides many sophisticated functions. causeSummBlk() and causeSum2Blk() give 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 the 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 parcorVec() 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. Portfolio selection: decileVote(), momentVote(), dif4mtx(), exactSdMtx() can rank several stocks. Functions whose names begin with 'boot' provide bootstrap statistical inference, including a new bootGcRsq() test for "Granger-causality" allowing nonlinear relations. A new tool for evaluation of out-of-sample portfolio performance is outOFsamp(). Panel data implementation is now included. See eight vignettes of the package for theory, examples, and usage tips. See Vinod (2019) \doi{10.1080/03610918.2015.1122048}.
How to cite:
H. D. Vinod (2016). generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection. R package version 1.2.6, https://cran.r-project.org/web/packages/generalCorr. Accessed 02 Apr. 2025.
Previous versions and publish date:
1.0.0 (2016-05-02 06:24), 1.0.1 (2016-05-21 00:05), 1.0.2 (2016-06-04 19:34), 1.0.3 (2016-06-28 20:13), 1.0.4 (2017-06-08 06:15), 1.0.5 (2017-06-16 19:59), 1.0.6 (2017-07-22 14:40), 1.0.7 (2017-09-02 17:41), 1.0.8 (2017-09-11 16:28), 1.0.9 (2017-10-04 00:46), 1.1.0 (2018-01-05 06:17), 1.1.1 (2018-01-24 20:03), 1.1.2 (2018-07-12 09:20), 1.1.3 (2019-10-07 19:00), 1.1.5 (2019-10-30 21:50), 1.1.6 (2020-11-21 00:30), 1.1.7 (2020-11-29 22:50), 1.1.8 (2020-12-02 08:40), 1.1.9 (2021-10-18 06:30), 1.2.0 (2021-11-10 06:20), 1.2.1 (2021-12-08 21:30), 1.2.2 (2022-01-03 18:10), 1.2.3 (2023-05-01 06:30), 1.2.4 (2023-08-16 18:24), 1.2.5 (2023-10-08 00:40)
Other packages that cited generalCorr R package
View generalCorr citation profile
Other R packages that generalCorr depends, imports, suggests or enhances
Complete documentation for generalCorr
Functions, R codes and Examples using the generalCorr R package
Some associated functions: EuroCrime . GcRsqX12 . GcRsqX12c . GcRsqYX . GcRsqYXc . NLhat . Panel2Lag . PanelLag . absBstdres . absBstdresC . absBstdrhserC . abs_res . abs_stdapd . abs_stdapdC . abs_stdres . abs_stdresC . abs_stdrhserC . abs_stdrhserr . allPairs . badCol . bigfp . bootDom12 . bootGcLC . bootGcRsq . bootPair2 . bootPairs . bootPairs0 . bootQuantile . bootSign . bootSignPcent . bootSummary . bootSummary2 . canonRho . causeAllPair . causeSum2Blk . causeSum2Panel . causeSumNoP . causeSummBlk . causeSummary . causeSummary0 . causeSummary2 . causeSummary2NoP . cofactor . compPortfo . comp_portfo2 . da . da2Lag . decileVote . depMeas . dif4 . dif4mtx . diff.e0 . dig . e0 . exactSdMtx . generalCorrInfo . get0outliers . getSeq . gmc0 . gmc1 . gmcmtx0 . gmcmtxBlk . gmcmtxZ . gmcxy_np . goodCol . heurist . i . ibad . ii . j . kern . kern2 . kern2ctrl . kern_ctrl . mag . mag_ctrl . min.e0 . minor . momentVote . mtx . mtx0 . mtx2 . n . naTriple . naTriplet . nall . nam.badCol . nam.goodCol . nam.mtx0 . napair . out1 . outOFsamp . outOFsell . p1 . parcorBMany . parcorBijk . parcorHijk . parcorHijk2 . parcorMany . parcorMtx . parcorSilent . parcorVec . parcorVecH . parcorVecH2 . parcor_ijk . parcor_ijkOLD . parcor_linear . parcor_ridg . pcause . pillar3D . prelec2 . probSign . rank2return . rank2sell . rhs.lag2 . rhs1 . ridgek . rij . rijMrji . rji . rrij . rrji . rstar . sales2Lag . salesLag . seed . sgn.e0 . siPair2Blk . siPairsBlk . silentMtx . silentMtx0 . silentPair2 . silentPairs . silentPairs0 . some0Pairs . someCPairs . someCPairs2 . someMagPairs . somePairs . somePairs2 . sort.abse0 . sort.e0 . sort_matrix . stdres . stdz_xy . stochdom2 . sudoCoefParcor . sudoCoefParcorH . summaryRank . symmze . wtdpapb . 
Some associated R codes: EuroCrime.R . GcRsqX12.R . GcRsqX12c.R . GcRsqYX.R . GcRsqYXc.R . NLhat.R . Panel2Lag.R . PanelLag.R . absBstdres.R . absBstdresC.R . absBstdrhserC.R . abs_res.R . abs_stdapd.R . abs_stdapdC.R . abs_stdres.R . abs_stdresC.R . abs_stdrhserC.R . abs_stdrhserr.R . allPairs.R . bigfp.R . bootDom12.R . bootGcLC.R . bootGcRsq.R . bootPair2.R . bootPairs.R . bootPairs0.R . bootQuantile.R . bootSign.R . bootSignPcent.R . bootSummary.R . bootSummary2.R . canonRho.R . causeAllPair.R . causeSum2Blk.R . causeSum2Panel.R . causeSumNoP.R . causeSummBlk.R . causeSummary.R . causeSummary0.R . causeSummary2.R . causeSummary2NoP.R . cofactor.R . compPortfo.R . comp_portfo2.R . crosspLarge.R . decileVote.R . depMeas.R . dif4.R . dif4mtx.R . exactSdMtx.R . generalCorrInfo.R . get0outliers.R . getSeq.R . gmcmtx0.R . gmcmtxBlk.R . gmcmtxZ.R . gmcxy_np.R . heurist.R . kern.R . kern2.R . kern2ctrl.R . kern_ctrl.R . mag.R . mag_ctrl.R . minor.R . momentVote.R . naTriple.R . naTriplet.R . napair.R . outOFsamp.R . outOFsell.R . parcorBMany.R . parcorBijk.R . parcorHijk.R . parcorHijk2.R . parcorMany.R . parcorMtx.R . parcorSilent.R . parcorVec.R . parcorVecH.R . parcorVecH2.R . parcor_ijk.R . parcor_ijkOLD.R . parcor_linear.R . parcor_ridg.R . pcause.R . pillar3D.R . prelec2.R . probSign.R . rank2return.R . rank2sell.R . rstar.R . siPair2Blk.R . siPairsBlk.R . silentMtx.R . silentMtx0.R . silentPair2.R . silentPairs.R . silentPairs0.R . some0Pairs.R . someCPairs.R . someCPairs2.R . someMagPairs.R . somePairs.R . somePairs2.R . sort_matrix.R . stdres.R . stdz_xy.R . stochdom2.R . sudoCoefParcor.R . sudoCoefParcorH.R . summaryRank.R . symmze.R . wtdpapb.R .  Full generalCorr package functions and examples
Downloads during the last 30 days
03/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/01Downloads for generalCorr051015202530354045505560TrendBars

Today's Hot Picks in Authors and Packages

pirate  
Generated Effect Modifier
An implementation of the generated effect modifier (GEM) method. This method constructs composite va ...
Download / Learn more Package Citations See dependency  
Maintainer: Zhe Su (view profile)
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
CodeDepends  
Analysis of R Code for Reproducible Research and Code Comprehension
Tools for analyzing R expressions or blocks of code and determining the dependencies between them. ...
Download / Learn more Package Citations See dependency  
binom  
Binomial Confidence Intervals for Several Parameterizations
Constructs confidence intervals on the probability of success in a binomial experiment via several ...
Download / Learn more Package Citations See dependency  
CTShiny  
Interactive Document for Working with Classification Tree Analysis
An interactive document on the topic of classification tree analysis using 'rmarkdown' and 'shiny' ...
Download / Learn more Package Citations See dependency  
munfold  
Metric Unfolding
Multidimensional unfolding using Schoenemann's algorithm for metric and Procrustes rotation of unfo ...
Download / Learn more Package Citations See dependency  

23,990

R Packages

207,311

Dependencies

64,809

Author Associations

23,991

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA