correlation {relevance}

Correlation with Relevance and Significance Measures

Description

Inference for a correlation coefficient: Collect quantities, including Relevance and Significance measures

Usage

correlation(x, y = NULL, method = c("pearson", "spearman"),
  hypothesis = 0, testlevel=getOption("testlevel"),
  rlv.threshold=getOption("rlv.threshold"), ...)

Arguments

x

data for the first variable, or matrix or data.frame containing both variables

y

data for the second variable

hypothesis

the null effect to be tested, and anchor for the relevance

method

type of correlation, either "pearson" for the ordinary Pearson product moment correlation, or "spearman" for the nonparametric measures

testlevel

level for the test, also determining the confidence level

rlv.threshold

Relevance threshold, or a vector of thresholds from which the element corr is taken

...

further arguments, ignored

Value

an object of class 'inference', a vector with components

effect:

correlation, transformed with Fisher's z transformation

ciLow, ciUp:

confidence interval for the effect

Rle, Rls, Rlp:

relevance measures: estimated, secured, potential

Sig0:

significance measure for test or 0 effect

Sigth:

significance measure for test of effect == relevance threshold

p.value:

p value for test against 0

In addition, it has attributes

method:

type of correlation

effectname:

label for the effect

hypothesis:

the null effect

n:

number(s) of observations

estimate:

estimated correlation

conf.int:

confidence interval on correlation scale

statistic:

test statistic

data:

data.frame containing the two variables

rlv.threshold:

relevance threshold

Author(s)

Werner A. Stahel

References

see those in relevance-package.

See Also

cor.test

Examples

correlation(iris[1:50,1:2])