Full_Name: Marek Ancukiewicz
Version: 2.10.1
OS: Linux
Submission from: (NULL) (74.0.49.2)
Both cor() and cor.test() incorrectly handle ordered variables with
method="kendall", cor() incorrectly handles ordered variables for
method="spearman" (method="person" always works correctly, while
method="spearman" works for cor.test, but not for cor()).
In erroneous calculations these functions ignore the inherent ordering
of the ordered variable (e.g., '9'<'10'<'11') and instead seem to assume
an alphabetic ordering ('10'<'11'<'9').
> cor(9:11,1:3,method="k")
[1] 1
> cor(as.ordered(9:11),1:3,method="k")
[1] -0.3333333
> cor.test(as.ordered(9:11),1:3,method="k")
Kendall's rank correlation tau
data: as.ordered(9:11) and 1:3
T = 1, p-value = 1
alternative hypothesis: true tau is not equal to 0
sample estimates:
tau
-0.3333333
> cor(9:11,1:3,method="s")
[1] 1
> cor(as.ordered(9:11),1:3,method="s")
[1] -0.5
> cor.test(as.ordered(9:11),1:3,method="s")
Spearman's rank correlation rho
data: as.ordered(9:11) and 1:3
S = 0, p-value = 0.3333
alternative hypothesis: true rho is not equal to 0
sample estimates:
rho
1
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