attenuation

An R package for computing confidence curves, confidence intervals and p-values for correlation coefficients corrected for attenuation due to measurement error. The package implements the methods described in Moss, 2019.

Installation

Run the following in R to install the current CRAN release of the package.

install.packages("attenuation")

Or use devtools to install the development version.

# install.packages("devtools")
devtools::install_github("JonasMoss/attenuation")

Usage

Use cc to calculate a confidence curve and plot to plot it.

library("attenuation")
r = c(0.20, sqrt(0.45), sqrt(0.55))
N = c(100, 100, 100)
curve = cc(r, N)
plot(curve, level = 0.90)

Confidence sets can be calculated with ci. NB: These sets are not necessarily intervals. They can be either the disjoint union of two intervals or empty.

ci(r, N)
#> [1] -0.1647174  0.9958587

To find the p-value for the null hypothesis of a specific rho, use the p_value function.

p_value(rho = 0, r, N)
#> 
#> p-value for corrected correlation coefficients
#> 
#> Arguments
#>     Sample correlations: 0.2 0.671 0.742
#>     Sample sizes: 100 100 100
#> 
#> Hypothesis test
#>     rho = 0 
#>     p-value: 0.263    method: corr

How to Contribute or Get Help

If you encounter a bug, have a feature request or need some help, open a Github issue. Create a pull requests to contribute. This project follows a Contributor Code of Conduct.

References

• Moss, Jonas. “Correcting for attenuation due to measurement error” (2019)