spearman.test: Spearman's rank correlation test with precomputed null...

Description Usage Arguments Details Value Examples

Description

This function is a modification of the part of the function cor.test(), which evaluates Spearman's rank correlation test. 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.

Usage

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spearman.test(x, y,
    alternative = c("two.sided", "less", "greater"),
    approximation = c("exact", "AS89", "t-distribution"))

Arguments

x, y, alternative

have the same meaning as in cor.test. See the corresponding help page.

approximation

selection of the method to approximate the null distribution

Details

Calculation of the exact null distribution of Spearman's rank correlation statistics is exponentially hard in n. This package uses precomputed exact distribution for n <= 22 obtained using Ryser's formula applied to an appropriate monomial permanent as described in M.A. van de Wiel and A. Di Bucchianico, Fast computation of the exact null distribution of Spearman's rho and Page's L statistic for samples with and without ties, J. Stat. Plann. Inf. 92 (2001), pp. 133-145. using code written by the author of the package. The resulting distributions are identical to those computed by an independent program kindly provided by M.A. van de Wiel.

Value

A list with class "htest" with the same structure as the value of the function cor.test(method="spearman"). Except of the p-value, also the contents is identical.

Examples

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x <- 1:10
y <- c(5:1, 6, 10:7)
out1 <- spearman.test(x, y)
out2 <- spearman.test(x, y, approximation="AS89")
out3 <- cor.test(x, y, method="spearman")
out1$p.value # [1] 0.05443067  this is the exact value
out2$p.value # [1] 0.05444507  approximation obtained from AS89
out3$p.value # [1] 0.05444507  ditto


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