Spearman Rank Correlation
Calculate Spearman correlation coefficient and its confidence interval. In addition to the base R function cor(), frequency tables are also accepted as arguments (i.e. actually weights are used).
SpearmanRho(x, y = NULL, use = c("everything", "all.obs", "complete.obs",
"na.or.complete","pairwise.complete.obs"),
conf.level = NA)x |
a numeric vector, an ordered factor, matrix or data frame. An ordered factor will be coerced to numeric. |
y |
|
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 |
conf.level |
confidence level of the interval. If set to |
The function calculates Spearman's rho statistic by means of cor(..., method="spearman") when two variables x and y are supplied. If a frequency table is provided an implementation based on SAS documentation is used.
The confidence intervals are calculated via z-Transformation.
Either a single numeric value, if no confidence interval is required,
or a vector with 3 elements for estimate, lower and upper confidence intervall.
Andri Signorell <andri@signorell.net>
Conover W. J. (1999) Practical Nonparametric Statistics (3rd edition). Wiley
pain <- as.table(matrix(c(26, 6, 26, 7, 23,
9, 18, 14, 9, 23),
ncol=5, byrow=TRUE,
dimnames=list(adverse=c("no", "yes"), dose=1:5)))
SpearmanRho(pain)
SpearmanRho(pain, conf.level=0.95)
# must be the same as
with(Untable(pain),
SpearmanRho(adverse, dose, conf.level=0.95))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.