I've been asked about how to get a bunch of Spearman correlations in
matrix form. This can be done using the npcorr() function. Here's an
example.
<hansl>
function matrix spearman_mat (list L)
matrix SC = {}
strings rnames = array(0)
n = nelem(L)
loop i=1..n
loop j=1..i-1
SC |= npcorr(L[j], L[i], spearman)
rnames += sprintf("%s_%s", varname(L[j]), varname(L[i]))
endloop
endloop
cnameset(SC, defarray("spearman", "t-stat", "p-value"))
rnameset(SC, rnames)
return SC
end function
open data4-10
list L = dataset
matrix SC = spearman_mat(L)
print SC
</hansl>
Allin Cottrell
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