rho: Spearman's correlation (rho)

In drmjc/mjcstats: MJC's general statistics library

Description

Spearman's rho statistic is used to estimate a rank-based measure of association. It is more robust than Pearson's correlation, and has been recommended if the data do not necessarily come from a bivariate normal distribution.

Usage

  rho(x, y = NULL, use = "all.obs")

Arguments

x	a numeric vector, matrix or data frame.
y	NULL (default) or a vector, matrix or data frame with compatible dimensions to x. The default is equivalent to y = x (but more efficient).
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 "everything", "all.obs", "complete.obs", "na.or.complete", or "pairwise.complete.obs".

Details

This is a wrapper around cor(method="spearman")

Value

the Spearman's correlation

Author(s)

Mark Cowley, 9 Nov 2005

See Also

cor

drmjc/mjcstats documentation built on May 15, 2019, 2:41 p.m.