DescTools (version 0.99.29)

SpearmanRho: Spearman Rank Correlation

Description

Calculate Spearman correlation coefficient and it's confidence interval.

Usage

SpearmanRho(x, y = NULL, use = c("everything", "all.obs", "complete.obs", 
            "na.or.complete","pairwise.complete.obs"), 
            conf.level = NA)

Arguments

x

a numeric vector, an ordered factor, matrix or data frame. An ordered factor will be coerced to numeric.

y

NULL (default) or a vector, an ordered factor, matrix or data frame with compatible dimensions to x. An ordered factor will be coerced to numeric.

use

an optional character string giving a method for computing covariances in the presence of missing values. This must be (an abbreviation of) one of the strings "everything", "all.obs", "complete.obs", "na.or.complete", or "pairwise.complete.obs".

conf.level

confidence level of the interval. If set to NA (which is the default) no confidence interval will be calculated.

Value

Either a single numeric value, if no confidence interval is required, or a vector with 3 elements for estimate, lower and upper confidence intervall.

Details

The function calculates Spearman's rho statistic by means of cor(..., method="spearman"). The confidence intervals are calculated via z-Transformation.

References

Conover W. J. (1999) Practical Nonparametric Statistics (3rd edition). Wiley

See Also

cor

Examples

# NOT RUN {
SpearmanRho(d.diamonds$clarity, d.diamonds$cut)

SpearmanRho(d.diamonds$clarity, d.diamonds$cut, conf.level = 0.95)
# }