Displaying 20 results from an estimated 1000 matches similar to: "cor(..., method="spearman") or cor(..., method="kendall") (PR#6641)"
2013 Feb 28
1
PCA with spearman and kendall correlations
Hello,
I would like to do a PCA with dudi.pca or PCA, but also with the use of Spearman or Kendall correlations
Is it possible ?
Otherwise, how can I do, according to you ?
Thanking you in advance
Eric Bourgade
RTE
France
[[alternative HTML version deleted]]
2011 May 16
2
about spearman and kendal correlation coefficient calculation in "cor"
Hi,
I have the following two measurements stored in mat:
> print(mat)
[,1] [,2]
[1,] -14.80976 -265.786
[2,] -14.92417 -54.724
[3,] -13.92087 -58.912
[4,] -9.11503 -115.580
[5,] -17.05970 -278.749
[6,] -25.23313 -219.513
[7,] -19.62465 -497.873
[8,] -13.92087 -659.486
[9,] -14.24629 -131.680
[10,] -20.81758 -604.961
[11,] -15.32194 -18.735
To calculate the ranking
2005 Aug 13
1
R/S-Plus/SAS yield different results for Kendall-tau and Spearman nonparametric regression
Colleagues,
I ran some nonparametric regressions in R (run in RedHat Linux), then
a colleague repeated the analyses in SAS. When we obtained different
results, I tested S-Plus (same Linux box). And, got yet different
results. I replicated the results with a small dataset:
DATA:
37.5
23
37.5
13
25
16
25
12
100
15
12.5
19
50
20
100
13
100
10
100
10
100
16
50
10
87.5
2010 Feb 08
2
Incorrect Kendall's tau for ordered variables (PR#14207)
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
2003 Nov 07
2
Bug in cor.test - Spearman
Greetings.
There seems to be a problem with the P-value computation in the
cor.test with method="spearman". In R1.8.0 (MS Windows) I
seem to be getting intermittently nonsense P-values, but the rho's
are OK. I can get this reproducibly with the toy example attached
where the first use is OK and subsequent calls with the same data
give nonsense. (I have also seen the problem
2008 Sep 10
3
making spearman correlation cor() call fail with log(0) as input
Hi,
How can I make the cor(x, y, method="spearman") call to produce an
error when the input to it (x, y) produces an error? Here is a simple
example:
> a <- c(0, 1, 2)
> b <- c(100, 2, 4)
## error:
> log(a)
[1] -Inf 0.0000000 0.6931472
## error, as expected:
> cor(log(a), log(b), method="pearson")
[1] NaN
## not an error any more (not expected):
>
2004 Aug 30
1
Wrong result with cor(x, y, method="spearman", use="complete.obs") with NA's???
Hallo!
Is there an error in cor to calculate Spearman
correlation with cor if there are NA's? cor.test gives
the correct result. At least there is a difference.
Or am I doing something wrong???
Does anybody know something about this?
a<-c(2,4,3,NA)
b<-c(4,1,2,3)
cor(a, b, method="spearman", use="complete.obs")
# -0.9819805
cor.test(a, b,
2009 Nov 30
1
cor.test(method = spearman, exact = TRUE) not exact (PR#14095)
Full_Name: David Simcha
Version: 2.10
OS: Windows XP Home
Submission from: (NULL) (173.3.208.5)
> a <- c(1:10)
> b <- c(1:10)
> cor.test(a, b, method = "spearman", alternative = "greater", exact = TRUE)
Spearman's rank correlation rho
data: a and b
S = 0, p-value < 2.2e-16
alternative hypothesis: true rho is greater than 0
sample estimates:
2005 Oct 07
1
cor() function, method="spearman"
Hello,
Does anyone know if the cor function, when method = "spearman", returns a correlation coefficient corrected for any ties in the ranks of the data? I have data with quite a few ties and am thinking that I should use a calculation of the coefficient corrected for ties, but before I try and code this calculation myself, I thought I should check whether or not cor() automatically
2006 Sep 13
1
S in cor.test(..., method="spearman")
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,
2007 Sep 20
1
Bug with Cor(..., method='spearman") and by() (PR#9921)
I posted this on R help, and a few others responded indicating they too
were able to replicate the error as a function of missing data. I
believe this should not be the case and hence and reporting it here.
### Code provided on R-Help by Ivar Herfindal
# Simulate data
testdata <- cbind.data.frame(gr=3Drep(letters[1:4], each=3D5), =
aa=3Drnorm(20),
bb=3Drnorm(20))
# Introduce some missingness
2004 Mar 15
1
spearman rank correlation problem
Hello R gurus,
I want to calculate the Spearman rho between two ranked lists. I am
getting results with cor.test that differ in comparison to my own
spearman function:
> my.spearman
function(l1, l2) {
if(length(l1) != length(l2)) stop("lists must have same length")
r1 <- rank(l1)
r2 <- rank(l2)
dsq <- sapply(r1-r2,function(x) x^2)
1 - ((6 * sum(dsq))
2009 Mar 13
1
cor.test(x,y)
Hi,
I am not sure which kind of test is applied to the data if you use
cor.test(x, y) ?
Is it an unpaired t-Test?
Regards
--
View this message in context: http://www.nabble.com/cor.test%28x%2Cy%29-tp22492993p22492993.html
Sent from the R help mailing list archive at Nabble.com.
2012 Mar 07
2
how to see inbuilt function(cor.test) & how to get p-value from t-value(test of significance) ?
i can see source code of function
> cor
function (x, y = NULL, use = "everything", method = c("pearson",
"kendall", "spearman"))
{
na.method <- pmatch(use, c("all.obs", "complete.obs",
"pairwise.complete.obs",
"everything", "na.or.complete"))
2003 Jan 23
1
spearman rank correlation
hello help,
i''ve searched through the manual pages and the only reference i can find to spearman rank correlation is cor.test, which only seems to give the significance value of the correlation.
is there any way to get the actual value of rho?
david.
[[alternate HTML version deleted]]
2010 Apr 24
1
Multiple Correlation coefficient (spearman, Kenall)
Hi,
I'm currently trying to find/define a relationship between one dependent and
several independant variables.
The problem is that i cannot use the normal multiple regression/correlation
in Spss because the data is not normal distributed.
i calculated the spearman roh and Kendalls tau Correlation and also some
partial correlations in R.
Now i wanna find out the the multiple correlation
2004 Jul 09
1
cor.test p-value ties
R:
I got a warning message when running the cor.test function using both
Spearman and Kendall rank correlations saying that the p-value may be
incorrect due to ties in the data. My data has 35 obs and one series has
6 pairs of ties. Does anyone know if this would likely have a great
effect on the p-values calculated.. The values look good; tau = -0.68
with p-value = 8e-9 and rho = =0.84
2009 Jan 17
1
bug in cor.test(method = "spearman")
Dear R developers:
There is a possible bug in calculating the p-value
for Spearman's rank correlation.
Line 155 in file
R-patched/src/library/stats/R/cor.test.R
is
as.double(round(q) + lower.tail),
I think, it should be
as.double(round(q) + 2*lower.tail),
The reason is that round(q) is expected to be an even number
(the S statistic), so the next feasible value is round(q)+2.
2004 May 13
1
Bootstrapping kendall cor
Dear R-helpers,
I'm fighting with the following problem :
I want to do bootstrapping on a Kendall correlation with the following code
:
> cor.function <- function(data,i) cor(data[i, 1], data[i,
2],method="kendall")
> boot.ci <- boot.ci(boot.cor <- boot(cbind(x,y),cor.function,
R=1000),conf=c(0.95,0.99))
However, I've got problems because I've got ties
2006 Dec 05
1
Spearman correlation ties and discrepancies
Hi. I am currently trying to run some Spearman correlations, and have
encountered two issues.
1) When using cor.test() with a variable that includes ties, I get the
"Cannot compute exact p-values with ties" error. I have read that this
function now uses an asymptotic formula that allows for ties, so do not
understand why I am getting this error. (I am running version 2.4.0.)
I