[R] cor.test(x,y)

[Sarah Goslee]

Did you read the help for cor.test? Test statistics, references....
looks pretty complete to me. If the descriptions are too terse,
then the references given would be the next step.

Sarah

Excerpted from ?cor.test


     If 'method' is '"pearson"', the test statistic is based on
     Pearson's product moment correlation coefficient 'cor(x, y)' and
     follows a t distribution with 'length(x)-2' degrees of freedom if
     the samples follow independent normal distributions.  If there are
     at least 4 complete pairs of observation, an asymptotic confidence
     interval is given based on Fisher's Z transform.

     If 'method' is '"kendall"' or '"spearman"', Kendall's tau or
     Spearman's rho statistic is used to estimate a rank-based measure
     of association.  These tests may be used if the data do not
     necessarily come from a bivariate normal distribution.

     For Kendall's test, by default (if 'exact' is NULL), an exact
     p-value is computed if there are less than 50 paired samples
     containing finite values and there are no ties.  Otherwise, the
     test statistic is the estimate scaled to zero mean and unit
     variance, and is approximately normally distributed.

     For Spearman's test, p-values are computed using algorithm AS 89.

References:

     D. J. Best & D. E. Roberts (1975), Algorithm AS 89: The Upper Tail
     Probabilities of Spearman's rho. _Applied Statistics_, *24*,
     377-379.

     Myles Hollander & Douglas A. Wolfe (1973), _Nonparametric
     Statistical Methods._ New York: John Wiley & Sons. Pages 185-194
     (Kendall and Spearman tests).


On Fri, Mar 13, 2009 at 5:37 AM, mentor_ <mentor_ at gmx.net> wrote:
>
> Hi,
>
> I am not sure which test is applied to the data if you use cor.test(x, y) ?
> Is it an unpaired t-Test?
>
>
> Regards


-- 
Sarah Goslee
http://www.functionaldiversity.org