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recor

Rearrangement Correlation Coefficient

v1.0.3 · Dec 15, 2025 · GPL-3

Description

The Rearrangement Correlation Coefficient is an adjusted version of Pearson's correlation coefficient that accurately measures monotonic dependence relationships, including both linear and nonlinear associations. This method addresses the underestimation problem of classical correlation coefficients in nonlinear monotonic scenarios through improved statistical bounds derived from rearrangement inequalities. For more details, see Ai (2024) <doi:10.52202/079017-1180>.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies Rcpp recor

Version History

new 1.0.3 Mar 10, 2026