Dietrich Trenkler said the following on 9/13/2006 9:44 AM: > Dear HelpeRs, > > I have some data: > > "ice" <- structure(c(0.386, 0.374, 0.393, 0.425, 0.406, 0.344, > 0.327, 0.288, 0.269, 0.256, 0.286, 0.298, 0.329, 0.318, 0.381, > 0.381, 0.47, 0.443, 0.386, 0.342, 0.319, 0.307, 0.284, 0.326, > 0.309, 0.359, 0.376, 0.416, 0.437, 0.548, 41, 56, 63, 68, > 69, 65, 61, 47, 32, 24, 28, 26, 32, 40, 55, 63, 72, 72, 67, > 60, 44, 40, 32, 27, 28, 33, 41, 52, 64, 71), .Dim = as.integer(c(30, > 2))) > > Using > > cor.test(ice[,1],ice[,2],method="spearman") > > I get (apart from a warning message due to ties) > > Spearman's rank correlation rho > > data: ice[, 1] and ice[, 2] > S = 769.4403, p-value = 1.543e-08 > alternative hypothesis: true rho is not equal to 0 > sample estimates: > rho > 0.828823 > > I wonder what S is. I presume it is > > sum((rank(ice[,1])-rank(ice[,2]))^2), > > but this delivers 768.5. Is it the way ranks are computed in cor.test? > > > Thank you in advance. > > D. Trenkler >
Looking at the code will help. Try stats:::cor.test.default This reveals that S is determined by: x <- ice[, 1] y <- ice[, 2] n <- nrow(ice) r <- cor(rank(x), rank(y)) S <- (n^3 - n) * (1 - r)/6 S ## [1] 769.4403 See ?cor.test as to definition of "S". HTH, --sundar ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
