[R] spearman rank correlation

kjetil brinchmann halvorsen kjetil at entelnet.bo
Thu Jan 23 04:29:02 CET 2003


On 23 Jan 2003 at 11:27, David Alexander wrote:

Did ypu try to use cor.test?

> example(cor.test)

cr.tst> x <- c(44.4, 45.9, 41.9, 53.3, 44.7, 44.1, 50.7, 45.2, 
    60.1)

cr.tst> y <- c(2.6, 3.1, 2.5, 5, 3.6, 4, 5.2, 2.8, 3.8)

cr.tst> cor.test(x, y, method = "kendall", alternative = "greater")

        Kendall's rank correlation tau

data:  x and y 
T = 26, p-value = 0.05972
alternative hypothesis: true tau is greater than 0 
sample estimates:
      tau 
0.4444444 

It seems to be called tau rather than rho, but that should be good 
enough.

Kjetil Halvorsen


> hello help,
> 
> i've searched through the manual pages and the only reference i can find to spearman rank correlation is cor.test, which only seems to give the significance value of the correlation.
> 
> is there any way to get the actual value of rho?
> 
> david.
> 
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> 
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