inst/book/2ed/07_Modeling_dependencies/R/Spearman.R
In enricoschumann/NMOF: Numerical Methods and Optimization in Finance
Y <- rnorm(20)
Z <- rnorm(20)
cor(Y, Z, method = "spearman")
ranksY <- rank(Y)
ranksZ <- rank(Z)
cor(ranksY, ranksZ, method = "pearson")
enricoschumann/NMOF documentation built on May 3, 2024, 10:06 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Y <- rnorm(20)
Z <- rnorm(20)
cor(Y, Z, method = "spearman")
ranksY <- rank(Y)
ranksZ <- rank(Z)
cor(ranksY, ranksZ, method = "pearson")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.