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 computed. |
Usage: | rc = rankcorr (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