Spearman {SuppDists}R Documentation

Spearman's rho

Description

Density, distribution function, quantile function, random generator and summary function for Spearman's rho.

Usage

dSpearman(x, r, log=FALSE)
pSpearman(q, r,  lower.tail=TRUE, log.p=FALSE)
qSpearman(p, r,  lower.tail=TRUE, log.p=FALSE)
rSpearman(n, r)
sSpearman(r)

Arguments

x,q vector of non-negative quantities
p vector of probabilities
n number of values to generate. If n is a vector, length(n) values will be generated
r (r >= 3) vector of number of observations
log, log.p logical vector; if TRUE, probabilities p are given as log(p)
lower.tail logical vector; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]

Value

The output values conform to the output from other such functions in R. dSpearman() gives the density, pSpearman() the distribution function and qSpearman() its inverse. rSpearman() generates random numbers. sSpearman() produces a list containing parameters corresponding to the arguments – mean, median, mode, variance, sd, third cental moment, fourth central moment, Pearson's skewness, skewness, and kurtosis.

Author(s)

Bob Wheeler bwheeler@echip.com

References

Kendall, M. (1975). Rank Correlation Methods. Griffin, London.

Kendall, M. and Smith, B.B. (1939). The problem of m rankings. Ann. Math. Stat. 10. 275-287.

Examples


pSpearman(.95, 10)
pSpearman(c(-0.55,0,0.55), 10) ## approximately 5% 50% and 95% 
sSpearman(10)
plot(function(x)dSpearman(x, 10),-.9,.9)