sim.ci.spear: Simulates confidence interval coverage probability for a Spearman
correlation
Description
Performs a computer simulation of confidence interval performance for a
Spearman correlation. Sample data can be generated from bivariate population
distributions with five different marginal distributions. All distributions
are scaled to have standard deviations of 1.0. Bivariate random data with
specified marginal skewness and kurtosis are generated using the unonr
function in the mnonr package.
Usage
sim.ci.spear(alpha, n, cor, dist1, dist2, rep)
Value
Returns a 1-row matrix. The columns are:
Coverage - probability of confidence interval including population correlation
Lower Error - probability of lower limit greater than population correlation
Upper Error - probability of upper limit less than population correlation
Ave CI Width - average confidence interval width
Arguments
alpha
alpha level for 1-alpha confidence
n
sample size
cor
population Spearman correlation
dist1
type of distribution for variable 1 (1, 2, 3, 4, or 5)
dist2
type of distribution for variable 2 (1, 2, 3, 4, or 5)