Re: [R] exact p-value for Spearman, with ties

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Fri 18 Mar 2005 - 09:03:14 EST

Paul H Artes <paul.h.artes@gmail.com> writes:

> Dear R,
>
> I'm looking for exact p-values for Spearman's rank correlation in the
> presence of ties. This is available in StatXact and SPSS, but I
> haven't yet found it in R. Has anyone implemented this?

The algorithm used by those two (it's the same one -- SPSS licences it) does not seem to be openly available.

It should be fairly easy to simulate the distribution of rho.

Another matter is that we really ought to at least get the normal approximation right in the presence of ties.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907

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Received on Fri Mar 18 09:14:51 2005

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