Circular correlation coefficient

Source: R/functions.R

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

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

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. doi: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] 0.4394698