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Spearman

Spearman's Rank Correlation


Description

Calculates Sperman's rank correlations. The function is a wrapper to cor().

Usage

Spearman(data, ...)

Arguments

data

matrix or data.frame

...

ellipsis, arguments are passed down to cor()

Value

matrix

See Also

Examples

S <- equicorr(d = 3, rho = 0.5)
data <- rmnorm(1000, Sigma = S) 
Spearman(data)

QRM

Provides R-Language Code to Examine Quantitative Risk Management Concepts

v0.4-31
GPL (>= 2)
Authors
Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil [aut] (S-Plus original (QRMlib)), Scott Ulmann [trl] (First R port as package QRMlib)
Initial release
2020-02-15

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