Functions > Statistics > Descriptive Statistics > Correlation and Contingency Tables
  
Correlation and Contingency Tables
• Spear(v1, v2)—Returns Spearman's rank correlation coefficient, and associated statistics, for two sets of sample stored in vectors v1 and v2.
The vector returned by Spear has the following elements:
Element
Description
0
The sum squared difference of ranks, D.
1
The number of standard deviations by which D deviates from the expected value under the null hypothesis.
2
The probability that this value, or one larger in absolute value, would occur for uncorrelated samples.
3
Spearman's rank-order correlation coefficient, rs.
4
The probability that a value equal to or greater than the absolute value of rs would occur for uncorrelated samples.
• kendltau(v1, v2)—Returns Kendall's tau, the number of standard deviations from 0 for this value, and the probability that a value this large or larger would occur if the samples stored in vectors v1 and v2 were uncorrelated.
• kendltau2(M)—Returns Kendall's tau, the number of standard deviations from 0 for this value, and the probability that a value this large or larger would occur if contingency table M was uncorrelated.
• contingtbl(M)—Returns chi-squared, the degrees of freedom, the probability that chi-squared or larger would occur if variables had no association, Cramer's V, and the contingency coefficient C for a contingency table M.
Arguments
• v1, v2 are real vectors of equal length.
• M is a real matrix.