correlationTest           package:fBasics           R Documentation

_C_o_r_r_e_l_a_t_i_o_n _T_e_s_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Tests if two series are correlated.

_U_s_a_g_e:

         
     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)

_A_r_g_u_m_e_n_t_s:

    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 inputs data 
          name is deparsed. 

description: optional description string, or a vector of character
          strings. 

_D_e_t_a_i_l_s:

     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.

_V_a_l_u_e:

     In contrast to R's output report from S3 objects of class
     '"htest"' a different output report is produced. The classical
     tests presented here return an S4 object of class '"fHTEST"'. The
     object contains the following slots:

   @call: the function call.   

   @data: the data as specified by the input argument(s). 

   @test: a list whose elements contail the results from the
          statistical test. The information provided is similar to a
          list object of class '"htest"'. 

  @title: a character string with the name of the test. This can be 
          overwritten specifying a user defined input argument. 

@description: a character string with an optional user defined
          description.  By default just the current date when the test
          was applied will be returned. 

statistic: the value(s) of the test statistic. 

 p.value: the p-value(s) of the test. 

parameters: a numeric value or vector of parameters. 

estimate: a numeric value or vector of sample estimates. 

conf.int: a numeric two row vector or matrix of 95 

  method: a character string indicating what type of test was
          performed. 

data.name: a character string giving the name(s) of the data. 

_N_o_t_e:

     Some of the test implementations are selected from R's 'ctest' 
     package.

_A_u_t_h_o_r(_s):

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

_R_e_f_e_r_e_n_c_e_s:

     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.

_S_e_e _A_l_s_o:

     'locationTest', '\linl{scaleTest}', 'varianceTest'.

_E_x_a_m_p_l_e_s:

     ## x, y -
        x = rnorm(50)
        y = rnorm(50)
       
     ## correlationTest - 
        correlationTest(x, y, "pearson")
        correlationTest(x, y, "kendall")
        spearmanTest(x, y)

