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\name{correlationTest}
\alias{correlationTest}
\alias{pearsonTest}
\alias{kendallTest}
\alias{spearmanTest}
\concept{Pearson's product moment correlation test}
\concept{Kendall's tau correlation test}
\concept{Spearman's rho correlation test}
\concept{Pearson's correlation}
\concept{Kendall's correlation}
\concept{Spearman's correlation}
\title{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)
}
\arguments{
\item{x,y}{
numeric vectors of data values.
}
\item{method}{
a character string naming which test should be applied.
}
\item{title}{
an optional title string, if not specified the input's data
name is deparsed.
}
\item{description}{
optional description string, or a vector of character strings.
}
}
\details{
These functions test for association/correlation between paired
samples based on the Pearson's product moment correlation coefficient
(a.k.a. sample correlation), Kendall's tau, and Spearman's rho
coefficients.
\code{pearsonTest}, \code{kendallTest}, and \code{spearmanTest} are
wrappers of base R's \code{\link[stats]{cor.test}} with simplified
interface. They provide 'exact' and approximate p-values for all
three alternatives (two-sided, less, and greater), as well as 95\%
confidence intervals. This is particularly convenient in interactive
use.
Instead of calling the individual functions, one can use
\code{correlationTest} and specify the required test with argument
\code{method}.
}
\value{
an object from class \code{\link{fHTEST}}
}
\references{
Conover, W. J. (1971);
\emph{Practical nonparametric statistics},
New York: John Wiley & Sons.
Lehmann E.L. (1986);
\emph{Testing Statistical Hypotheses},
John Wiley and Sons, New York.
}
\seealso{
\code{\link{locationTest}},
\code{\link{scaleTest}},
\code{\link{varianceTest}}
}
\examples{
\dontshow{
set.seed(1234)
}
x <- rnorm(50)
y <- rnorm(50)
correlationTest(x, y, "pearson")
correlationTest(x, y, "kendall")
spearmanTest(x, y)
}
\keyword{htest}
|
