R: Distribution function of Spearman's rho

pspearman {pspearman} | R Documentation

## Distribution function of Spearman's rho

### 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

        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

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

[Package pspearman version 0.3-0 Index]