| correlationTest {fBasics} | R Documentation |
Tests if two series are correlated.
correlationTest(x, y, method = c("pearson", "kendall", "spearman"),
title = NULL, description = NULL)
pearsonTest(x, y, title = NULL, description = NULL)
kendallTest(x, y, title = NULL, description = NULL)
spearmanTest(x, y, title = NULL, description = NULL)
x, y |
numeric vectors of data values. |
method |
a character string naming which test should be applied. |
title |
an optional title string, if not specified the inputs data name is deparsed. |
description |
optional description string, or a vector of character strings. |
The function correlationTest tests for association between
paired samples allowing to compute Pearson's product moment correlation
coefficient, Kendall's tau, or Spearman's rho.
In contrast to R's output report from S3 objects of class "htest"
a different output report is produced. The classical tests presented
here return an S4 object of class "fHTEST". The object contains
the following slots:
@call |
the function call. |
@data |
the data as specified by the input argument(s). |
@test |
a list whose elements contain the results from the statistical
test. The information provided is similar to a list object of
class |
@title |
a character string with the name of the test. This can be overwritten specifying a user defined input argument. |
@description |
a character string with an optional user defined description. By default just the current date when the test was applied will be returned. |
The slot @test returns an object of class "list"
containing (at least) the following elements:
statistic |
the value(s) of the test statistic. |
p.value |
the p-value(s) of the test. |
parameters |
a numeric value or vector of parameters. |
estimate |
a numeric value or vector of sample estimates. |
conf.int |
a numeric two row vector or matrix of 95 |
method |
a character string indicating what type of test was performed. |
data.name |
a character string giving the name(s) of the data. |
Some of the test implementations are selected from R's ctest
package.
R-core team for hypothesis tests implemented from R's
package ctest.
Conover, W. J. (1971); Practical nonparametric statistics, New York: John Wiley & Sons.
Lehmann E.L. (1986); Testing Statistical Hypotheses, John Wiley and Sons, New York.
locationTest,
scaleTest,
varianceTest.
## x, y - x = rnorm(50) y = rnorm(50) ## correlationTest - correlationTest(x, y, "pearson") correlationTest(x, y, "kendall") spearmanTest(x, y)