[Rd] Something strange in cor.test in R-1.8.0 (PR#4718)

[i.wilson at maths.abdn.ac.uk]

reproducible example

> b1 <- c(42.5565911271682, 27.5164947336246, 39.483642950093,
    103.942262842055, 36.0059074090041, 38.5628716462492, 30.4961003157125,
    41.4309 .... [TRUNCATED]

> b2 <- c(32.38938053, 22.44444444, 33.05454545, 42.21176471,
    40.10869565, 29.80952381, 24.79452055, 25.18518519, 37.09677419,
    31.32727273)

> cor.test(b1, b2, method = "spearman")

	Spearman's rank correlation rho

data:  b1 and b2
S = 66, p-value = < 2.2e-16
alternative hypothesis: true rho is not equal to 0
sample estimates:
rho
0.6


> R.version
         _
platform i386-pc-mingw32
arch     i386
os       mingw32
system   i386, mingw32
status
major    1
minor    8.0
year     2003
month    10
day      08
language R
>

-----Original Message-----
From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk]
Sent: 22 October 2003 11:52
To: i.wilson at maths.abdn.ac.uk
Cc: r-devel at stat.math.ethz.ch; R-bugs at biostat.ku.dk
Subject: Re: [Rd] Something strange in cor.test in R-1.8.0 (PR#4718)


Without knowing the seed used it is impossible for us to reproduce this,
but I am not seeing anything strange.

Could you please reply with a reproducible example (and list the data used
too, in case the random number generation is the issue).


On Wed, 22 Oct 2003 i.wilson at maths.abdn.ac.uk wrote:

> Full_Name: Ian Wilson
> Version: R-1.8.0
> OS: Windows (but own compilation)
> Submission from: (NULL) (139.133.7.38)
>
>
>
> the p-value is incorrect for cor.test using method "spearman" in R-1.8.0.
This
> was not the case in R-1.7.1.
>
> Version R-1.8.0 on Windows
>
> > cor.test(rnorm(50),rnorm(50),method="spearman")
>
> 	Spearman's rank correlation rho
>
> data:  rnorm(50) and rnorm(50)
> S = 20486, p-value = < 2.2e-16
> alternative hypothesis: true rho is not equal to 0
> sample estimates:
>        rho
> 0.01627851
>
> > cor.test(rnorm(50),rnorm(50),method="spearman")
>
> 	Spearman's rank correlation rho
>
> data:  rnorm(50) and rnorm(50)
> S = 22006, p-value = 1
> alternative hypothesis: true rho is not equal to 0
> sample estimates:
>         rho
> -0.05671068
>
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> https://www.stat.math.ethz.ch/mailman/listinfo/r-devel
>
>

--
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595