psych (version 1.0-77)

corr.test: Find the correlations, sample sizes, and probability values between elements of a matrix or data.frame.

Description

Although the cor function finds the correlations for a matrix, it does not report probability values. corr.test uses cor to find the correlations for either complete or pairwise data and reports the sample sizes and probability values as well.

Usage

corr.test(x, y = NULL, use = "pairwise",method="pearson")

Arguments

x

A matrix or dataframe

y

A second matrix or dataframe with the same number of rows as x

use

use="pairwise" is the default value and will do pairwise deletion of cases. use="complete" will select just complete cases.

method

method="pearson" is the default value. The alternatives to be passed to cor are "spearman" and "kendall"

Value

• r
  The matrix of correlations
• n
  Number of cases per correlation
• t
  value of t-test for each correlation
• p
  two tailed probability of t for each correlation

Details

corr.test uses the cor function to find the correlations, and then applies a t-test to the individual correlations using the formula $$t = \frac{r * \sqrt(n-2)}{\sqrt(1-r^2)}$$

See Also

cor.test for tests of a single correlation, Hmisc::rcorr for an equivalant function, r.test to test the difference between correlations, and cortest.mat to test for equality of two correlation matrices.

Examples

data(sat.act)
corr.test(sat.act)