Circular correlation coefficient

Computes a circular correlation coefficient as defined in Jammalamadaka & SenGupta (2001).

circ_corr(a, b, ill_defined = FALSE, mu = NULL, na.rm = F)

Arguments

a

first variable

b

second variable

ill_defined

is one of the variables mean is not well-defined (e.g., it is uniformly distributed)?

mu

fix the mean parameter of both vectors to a certain value

na.rm

a logical value indicating whether NA values should be removed before the computation proceeds

Value

correlation coefficient

References

Jammalamadaka, S. R., & SenGupta, A. (2001). Topics in Circular Statistics. WORLD SCIENTIFIC. https://doi.org/10.1142/4031

Examples

requireNamespace('mgcv')
data <- mgcv::rmvn(10000, c(0,0), V = matrix(c(1,0.5,0.5,1), ncol = 2))
circ_corr(data[,1], data[,2])
#> [1] 0.4571124