# Generalized Correlations and Plausible Causal Paths

## Documentation for package ‘generalCorr’ version 1.1.5

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

A B C D E G H I J K M N O P R S W

generalCorrInfo-package | generalCorr package description:

## -- A --

absBstdres | Block version of abs-stdres Absolute values of residuals of kernel regressions of standardized x on standardized y, no control variables.
absBstdresC | Block version of Absolute values of residuals of kernel regressions of standardized x on standardized y and control variables.
absBstdrhserC | Block version abs_stdrhser Absolute residuals kernel regressions of standardized x on y and control variables, Cr1 has abs(Resid*RHS).
abs_res | Absolute residuals of kernel regression of x on y.
abs_stdapd | Absolute values of gradients (apd's) of kernel regressions of x on y when both x and y are standardized.
abs_stdapdC | Absolute values of gradients (apd's) of kernel regressions of x on y when both x and y are standardized and control variables are present.
abs_stdres | Absolute values of residuals of kernel regressions of x on y when both x and y are standardized.
abs_stdresC | Absolute values of residuals of kernel regressions of x on y when both x and y are standardized and control variables are present.
abs_stdrhserC | Absolute residuals kernel regressions of standardized x on y and control variables, Cr1 has abs(RHS*y) not gradients.
abs_stdrhserr | Absolute values of Hausman-Wu null in kernel regressions of x on y when both x and y are standardized.
allPairs | Report causal identification for all pairs of variables in a matrix (deprecated function). It is better to choose a target variable and pair it with all others, instead of considering all possible targets.

## -- B --

badCol | internal badCol
bigfp | Compute the numerical integration by the trapezoidal rule.
bootPairs | Compute matrix of n999 rows and p-1 columns of bootstrap 'sum' (strength from Cr1 to Cr3).
bootPairs0 | Compute matrix of n999 rows and p-1 columns of bootstrap 'sum' index (strength from older criterion Cr1, with newer Cr2 and Cr3).
bootQuantile | Compute confidence intervals [quantile(s)] of indexes from bootPairs output
bootSign | Probability of unambiguously correct (+ or -) sign from bootPairs output
bootSignPcent | Probability of unambiguously correct (+ or -) sign from bootPairs output transformed to percentages.
bootSummary | Compute usual summary stats of 'sum' indexes from bootPairs output

## -- C --

causeSummary | Kernel causality summary of evidence for causal paths from three criteria
causeSummary0 | Older Kernel causality summary of evidence for causal paths from three criteria
causeSummBlk | Block Version Kernel causality summary causal paths from three criteria
cofactor | Compute cofactor of a matrix based on row r and column c.
comp_portfo2 | Compares two vectors (portfolios) using stochastic dominance of orders 1 to 4.

## -- D --

da | internal da
da2Lag | internal da2Lag
depMeas | depMeas Measure dependence between two vectors.
diff.e0 | Internal diff.e0
dig | Internal dig

## -- E --

e0 | internal e0
EuroCrime | European Crime Data

## -- G --

generalCorrInfo | generalCorr package description:
get0outliers | Function to compute outliers and their count using Tukey method using 1.5 times interquartile range (IQR) to define boundaries.
getSeq | Two sequences: starting+ending values from n and blocksize (internal use)
gmc0 | internal gmc0
gmc1 | internal gmc1
gmcmtx0 | Matrix R* of generalized correlation coefficients captures nonlinearities.
gmcmtxBlk | Matrix R* of generalized correlation coefficients captures nonlinearities using blocks.
gmcmtxZ | compute the matrix R* of generalized correlation coefficients.
gmcxy_np | Function to compute generalized correlation coefficients r*(x|y) and r*(y|x) from two vectors (not matrices)
goodCol | internal goodCol

## -- H --

heurist | Heuristic t test of the difference between two generalized correlations.

## -- I --

i | internal i
ibad | internal object
ii | internal ii

## -- J --

j | internal j

## -- K --

kern | Kernel regression with options for residuals and gradients.
kern_ctrl | Kernel regression with control variables and optional residuals and gradients.

## -- M --

mag | Approximate overall magnitudes of kernel regression partials dx/dy and dy/dx.
mag_ctrl | After removing control variables, magnitude of effect of x on y, and of y on x.
min.e0 | internal min.e0
minor | Function to do compute the minor of a matrix defined by row r and column c.
mtx | internal mtx
mtx0 | internal mtx0
mtx2 | internal mtx2

## -- N --

n | internal n
nall | internal nall
nam.badCol | internal nam.badCol
nam.goodCol | internal nam.goodCol
nam.mtx0 | internal nam.mtx0
napair | Function to do pairwise deletion of missing rows.
naTriplet | Function to do matched deletion of missing rows from x, y and control variable(s).
NLhat | Compute fitted values from kernel regression of x on y and y on x

## -- O --

out1 | internal out1

## -- P --

p1 | internal p1
Panel2Lag | Function to compute a vector of 2 lagged values of a variable from panel data.
PanelLag | Function for computing a vector of one-lagged values of xj, a variable from panel data.
parcorBijk | Block version of generalized partial correlation coefficients between Xi and Xj, after removing the effect of xk, via nonparametric regression residuals.
parcorBMany | Block version reports many generalized partial correlation coefficients allowing control variables.
parcorMany | Report many generalized partial correlation coefficients allowing control variables.
parcorMtx | Matrix of generalized partial correlation coefficients, always leaving out control variables, if any.
parcorSilent | Silently compute generalized (ridge-adjusted) partial correlation coefficients from matrix R*.
parcor_ijk | Generalized partial correlation coefficients between Xi and Xj, after removing the effect of xk, via nonparametric regression residuals.
parcor_ijkOLD | Generalized partial correlation coefficient between Xi and Xj after removing the effect of all others. (older version, deprecated)
parcor_linear | Partial correlation coefficient between Xi and Xj after removing the linear effect of all others.
parcor_ridg | Compute generalized (ridge-adjusted) partial correlation coefficients from matrix R*. (deprecated)
pcause | Compute the bootstrap probability of correct causal direction.
pillar3D | Create a 3D pillar chart to display (x, y, z) data coordinate surface.
prelec2 | Intermediate weighting function giving Non-Expected Utility theory weights.
probSign | Compute probability of positive or negative sign from bootPairs output

## -- R --

rhs.lag2 | internal rhs.lag2
rhs1 | internal rhs1
ridgek | internal ridgek
rij | internal rij
rijMrji | internal rijMrji
rji | internal rji
rrij | internal rrij
rrji | internal rrji
rstar | Function to compute generalized correlation coefficients r*(x,y).

## -- S --

sales2Lag | internal sales2Lag
salesLag | internal salesLag
seed | internal seed
sgn.e0 | internal sgn.e0
silentMtx | No-print kernel-causality unanimity score matrix with optional control variables
silentMtx0 | Older kernel-causality unanimity score matrix with optional control variables
silentPairs | No-print kernel causality scores with control variables Hausman-Wu Criterion 1
silentPairs0 | Older version, kernel causality weighted sum allowing control variables
siPairsBlk | Block Version of silentPairs for causality scores with control variables
some0Pairs | Function reporting detailed kernel causality results in a 7-column matrix (uses deprecated criterion 1, no longer recommended but may be useful for second and third criterion typ=2,3)
someCPairs | Kernel causality computations admitting control variables reporting a 7-column matrix (has older Cr1)
someCPairs2 | Kernel causality computations admitting control variables reporting a 7-column matrix, version 2.
someMagPairs | Summary magnitudes after removing control variables in several pairs where dependent variable is fixed.
somePairs | Function reporting kernel causality results as a 7-column matrix.(deprecated)
somePairs2 | Function reporting kernel causality results as a 7-column matrix, version 2.
sort.abse0 | internal sort.abse0
sort.e0 | internal sort.e0
sort_matrix | Sort all columns of matrix x with respect to the j-th column.
stdres | Residuals of kernel regressions of x on y when both x and y are standardized.
stdz_xy | Standardize x and y vectors to achieve zero mean and unit variance.
stochdom2 | Compute vectors measuring stochastic dominance of four orders.

## -- W --

wtdpapb | Creates input for the stochastic dominance function stochdom2