StatsTopDownCDF

StatsTopDownCDF (r, N)

The StatsTopDownCDF function returns the cumulative distribution function for the top-down correlation coefficient. It is computationally intensive because it must evaluate many permutations [O((n !)2)]. It exactly calculates the distribution for 3<=N <=7; outside this range it uses Monte-Carlo estimation for 8<=N <=50 and asymptotic Normal approximation for N >50. The Monte-Carlo estimate uses 1e6 random permutations fitted with two 9-order polynomials for the range [-1,0] and [0,1]. Results are within 0.2% of exact values where known

References

Iman, R.L., and W.J. Conover, A measure of top-down correlation, Technometrics, 29, 351-357, 1987.

See Also

Statistical Analysis, StatsRankCorrelationTest, StatsInvTopDownCDF