SpearmanRho.Rd
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).
SpearmanRho(x, y = NULL, use = c("everything", "all.obs", "complete.obs",
"na.or.complete","pairwise.complete.obs"),
conf.level = NA)
a numeric vector, an ordered factor, matrix or data frame. An ordered factor will be coerced to numeric.
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.
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"
.
confidence level of the interval. If set to NA
(which is the default) no confidence interval will be calculated.
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.
Either a single numeric value, if no confidence interval is required,
or a vector with 3 elements for estimate, lower and upper confidence intervall.
Conover W. J. (1999) Practical Nonparametric Statistics (3rd edition). Wiley
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)
#> [1] 0.10208
SpearmanRho(pain, conf.level=0.95)
#> rho lwr.ci upr.ci
#> 0.10208002 -0.05343858 0.25276393
# must be the same as
with(Untable(pain),
SpearmanRho(adverse, dose, conf.level=0.95))
#> rho lwr.ci upr.ci
#> 0.10208002 -0.05343858 0.25276393