fBasics (version 4021.93)

correlationTest: Correlation tests

Description

Tests if two series are correlated.

Usage

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)

Value

an object from class fHTEST

Arguments

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 input's data name is deparsed.

description

optional description string, or a vector of character strings.

Author

R-core team for hypothesis tests implemented from R's package ctest.

Details

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.

References

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.

See Also

locationTest, scaleTest, varianceTest.

Examples

# \dontshow{
set.seed(1234)
# }
## x, y -
   x = rnorm(50)
   y = rnorm(50)
  
## correlationTest - 
   correlationTest(x, y, "pearson")
   correlationTest(x, y, "kendall")
   spearmanTest(x, y)