R: Spearman Rank Correlation

SpearmanRho {DescTools} | R Documentation

## Spearman Rank Correlation

### Description

Calculate Spearman correlation coefficient and its confidence interval. In addition to the base R function `cor()`, frequency tables are also accepted as arguments (i.e. actually weights are used).

### Usage

    SpearmanRho(x, y = NULL, use = c("everything", "all.obs", "complete.obs",
                "na.or.complete","pairwise.complete.obs"),
                conf.level = NA)

### Arguments

`x` | a numeric vector, an ordered factor, matrix or data frame. An ordered factor will be coerced to numeric.
`y` | `NULL` (default) or a vector, an ordered factor, matrix or data frame with compatible dimensions to x. An ordered factor will be coerced to numeric.
`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"`.
`conf.level` | confidence level of the interval. If set to `NA` (which is the default) no confidence interval will be calculated.

### Details

The function calculates Spearman's rho statistic by means of `cor(..., method="spearman")` when two variables `x` and `y` are supplied. If a frequency table is provided an implementation based on SAS documentation is used.
The confidence intervals are calculated via z-Transformation.

### Value

Either a single numeric value, if no confidence interval is required,
or a vector with 3 elements for estimate, lower and upper confidence intervall.

### Author(s)

Andri Signorell <andri@signorell.net>

### References

Conover W. J. (1999) Practical Nonparametric Statistics (3rd edition). Wiley

### See Also

`cor`

### Examples

    pain <- as.table(matrix(c(26,  6, 26, 7, 23,
                               9, 18, 14, 9, 23),
                               ncol=5, byrow=TRUE,
            dimnames=list(adverse=c("no", "yes"), dose=1:5)))

    SpearmanRho(pain)

    SpearmanRho(pain, conf.level=0.95)

    # must be the same as
    with(Untable(pain),
         SpearmanRho(adverse, dose, conf.level=0.95))

[Package DescTools version 0.99.38 Index]