Library: | stats |
See also: | corr relation |
Macro: | rankcorr | |
Description: | computes rank correlation coefficients according to Spearman and Kendall. In the case of ties, corrected versions are comptuted. |
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. |
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")
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 |