pspearman: Distribution function of Spearman's rho

Description Usage Arguments Details Value Examples

Description

This function provides three types of approximations of the distribution function of Spearman's rho. Besides the two approximations used in cor.test(,method="spearman"), which are AS89 and the t-distribution, this function allows to use precomputed null distribution for n <= 22. See spearman.test for the details of the algorithm used to compute this null distribution.

Usage

1
2
    pspearman(s, n, lower.tail = TRUE,
        approximation = c("exact", "AS89", "t-distribution"))

Arguments

s

The observed value of S statistics sum((rank(x) - rank(y))^2).

n

The number of observations.

lower.tail

If TRUE (the default), the probability of S <= s is computed. If FALSE, the probability of S >= s is computed.

approximation

Selection of the method of approximation of the distribution function.

Details

See spearman.test for more detail.

Value

Depending on lower.tail, either the probability of S <= s or of S >= s is computed, where S is the statistics sum((rank(x) - rank(y))^2).

Examples

1
2
  pspearman(36, 10, approximation="exact") # [1] 0.005265377
  pspearman(36, 10, approximation="AS89")  # [1] 0.005825634


Search within the pspearman package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.