Statistical tests are important for determining the correlation between two (or more) variables and what is their direction of correlation (positive, neutral, or negative). Statistically speaking, the correlation is a measure of the strength of the association between two variables and their direction. The RevoScaleR package supports calculation of Chi-square, Fischer, and Kendall rank correlation. Based on the types of variable, you can distinguish between Kendall, Spearman, or Pearson correlation coefficient.
For Chi-Square test, we will be using the rxChiSquareTest() function that uses the contingency table to see if two variables are related. A small chi-square test statistic means that the observed data fits your expected data very well, denoting there is a correlation, respectively. The formula for calculating chi-square is as...
