[R] spearman correction
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Dec 1 09:50:43 CET 2004
On Wed, 1 Dec 2004, Branimir K. Hackenberger wrote:
> Who knows which correction (by tied numbers) is used by Spearman-test in
> function cor.test (e.g. cor.test(a,b,method="spearman"))?
Anyone who reads the sources! The critical line in cor.test.default is
r <- cor(rank(x), rank(y))
so it uses rank(), and that averages ranks of tied observations.
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
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