[R] Permutation tests for correlations

[Peter Dalgaard]

Apropos the question about permutation tests in multiple regression:

We do have perm.test in package ExactRankTests, but it does one- and
two-sample tests, as in t.test, wilcox.test, etc. There doesn't seem
to be an exact version of the permutation test for correlations, i.e.,
the one that could be estimated using

replicate(10000, cor(x,sample(y))) # or other values of 10000

or, of course, computed exactly by enumeration of all the
permutations, which is feasible up to length(x) == 10 or so.

So I'm wondering: Is this due to lack of theory/algorithm or just lack of
implementation? 

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
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