[Rd] Something strange in cor.test in R-1.8.0 (PR#4718)

Prof Brian Ripley ripley at stats.ox.ac.uk
Wed Oct 22 12:51:46 MEST 2003


Without knowing the seed used it is impossible for us to reproduce this,
but I am not seeing anything strange.

Could you please reply with a reproducible example (and list the data used 
too, in case the random number generation is the issue).


On Wed, 22 Oct 2003 i.wilson at maths.abdn.ac.uk wrote:

> Full_Name: Ian Wilson
> Version: R-1.8.0
> OS: Windows (but own compilation)
> Submission from: (NULL) (139.133.7.38)
> 
> 
> 
> the p-value is incorrect for cor.test using method "spearman" in R-1.8.0.  This
> was not the case in R-1.7.1.
> 
> Version R-1.8.0 on Windows 
> 
> > cor.test(rnorm(50),rnorm(50),method="spearman")
> 
> 	Spearman's rank correlation rho
> 
> data:  rnorm(50) and rnorm(50) 
> S = 20486, p-value = < 2.2e-16
> alternative hypothesis: true rho is not equal to 0 
> sample estimates:
>        rho 
> 0.01627851 
> 
> > cor.test(rnorm(50),rnorm(50),method="spearman")
> 
> 	Spearman's rank correlation rho
> 
> data:  rnorm(50) and rnorm(50) 
> S = 22006, p-value = 1
> alternative hypothesis: true rho is not equal to 0 
> sample estimates:
>         rho 
> -0.05671068
> 
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> 
> 

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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