R help - Apr 2007 - is there a function to give significance to correlation?

Dear R-Help,

I am trying to find a function that will give me the significance of the 
correlation of 2 variables (in the same dimension arrays) correcting for serial 
autocorrelation.

How can I view the function cor.test's code? I would like to know a lot more
detail about the function than written in the documentation at
http://finzi.psych.upenn.edu/R/library/stats/html/cor.test.html
to see if this would do the job?

I would gratefully appreciate any help you can offer me on these two interlinked
issues,

Many thanks for your time and consideration,

Jenny

PS. If you would like more detail I have two arrays both of dimensions 
[31,31,43]. 31x31 is latitude and longitude, 43 is years of rainfall data. I 
have produced a spearmans rank correlation map of these 2 arrays over this 43 
year period. I now need to find the significance for each of the 31x31 grid 
points........


~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Jennifer Barnes
PhD student: long range drought prediction 
Climate Extremes Group
Department of Space and Climate Physics
University College London
Holmbury St Mary 
Dorking, Surrey, RH5 6NT
Tel: 01483 204149
Mob: 07916 139187
Web: http://climate.mssl.ucl.ac.uk

Hi Jenny,

On Thu, 19 Apr 2007 12:48:50 +0100 (BST) Jenny Barnes <jmb at
mssl.ucl.ac.uk> wrote:
> Dear R-Help,
> 
> I am trying to find a function that will give me the significance of the 
> correlation of 2 variables (in the same dimension arrays) correcting for
serial
> autocorrelation.
I am not sure what you mean. It appears that you have correlated pairs of
observations and you want to find if the correlation between the pairs are
significant. I guess you can use a linear model of one array index observation
against the other with autocorrelated errors for each pair of your data below.

> How can I view the function cor.test's code? I would like to know a lot
more
> detail about the function than written in the documentation at
> http://finzi.psych.upenn.edu/R/library/stats/html/cor.test.html
> to see if this would do the job?
You could download the .tgz file, extract it and look at cor.test.R. It is in 

/usr/local/maitra/Desktop/R-2.4.0/src/library/stats/R/cor.test.R

depending on which .tgz file you downloaded: I have an old one (R-2.4.0) sitting
on this computer (not binary).

Note that even if you assume each of your (31, 31) grid to be independent, you
will run into the problem of multiple testing, for which you can use false
discovery rate methods. However, your (31, 31) grid may not be close to
independent.

HTH,
Best wishes,
Ranjan

> 
> I would gratefully appreciate any help you can offer me on these two
interlinked
> issues,
> 
> Many thanks for your time and consideration,
> 
> Jenny
> 
> PS. If you would like more detail I have two arrays both of dimensions 
> [31,31,43]. 31x31 is latitude and longitude, 43 is years of rainfall data.
I
> have produced a spearmans rank correlation map of these 2 arrays over this
43
> year period. I now need to find the significance for each of the 31x31 grid
> points........
> 
> 
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> Jennifer Barnes
> PhD student: long range drought prediction 
> Climate Extremes Group
> Department of Space and Climate Physics
> University College London
> Holmbury St Mary 
> Dorking, Surrey, RH5 6NT
> Tel: 01483 204149
> Mob: 07916 139187
> Web: http://climate.mssl.ucl.ac.uk
> 
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