Spearman {QRM}R Documentation

Spearman's Rank Correlation

Description

Calculates Sperman's rank correlations. The function is a wrapper to cor().

Usage

Spearman(data, ...)

Arguments

data

matrix or data.frame

...

ellipsis, arguments are passed down to cor()

Value

matrix

See Also

cor, Kendall

Examples

S <- equicorr(d = 3, rho = 0.5)
data <- rmnorm(1000, Sigma = S) 
Spearman(data) 

[Package QRM version 0.4-31 Index]