Correlation and Contingency Tables

Functions > Statistics > Descriptive Statistics > 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.