[R] spearman rank correlation
Uwe Ligges
ligges at statistik.uni-dortmund.de
Thu Jan 23 08:37:03 CET 2003
kjetil brinchmann halvorsen wrote:
> 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")
[snip]
Almost - David was looking for Spearman's rho.
David should have tried it out with method="spearman" and ?cor.test
tells us in Section "Value":
'estimate: the estimated measure of association, with name "cor", "tau",
or "rho" correspoding to the method employed.'
>>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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