Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: stats
See also: corr relation

Quantlet: rankcorr
Description: computes rank correlation coefficients according to Spearman and Kendall. In the case of ties, corrected versions are comptuted.

Reference(s):

Usage: rc = corr (x {,opt})
Input:
x n x 2 matrix, the data.
opt string, either "spearman" or "kendall".
Output:
rc rank correlation between the columns of x.

Note:

Example:

library("stats")

randomize (0)

x = normal (200, 2)

rankcorr (x, "spearman")

rankcorr (x, "kendall")

x = (1:7)~(7:1)

rankcorr (x, "spearman")

rankcorr (x, "kendall")

Result:



Contents of rc

[1,] -0.00040501 

Contents of rc

[1,] -0.0001005 

Contents of rc

[1,]       -1 

Contents of rc

[1,]       -1 


Library: stats
See also: corr relation

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Marlene Mueller, 990218
(C) MD*TECH Method and Data Technologies, 21.9.2000