CODEWITHSUNDEEP
rcorrelation
Mulone
Mulone

Reputation: 3663

Is Spearman's cor.test in R tie corrected or not?

I was wondering if the cor.test function in R to compute Spearman's rho is tie-corrected or not. I couldn't find a straight answer in the official R documentation.

An example of tie corrected Spearman is found in:

Cureton, Edward E. The average spearman rank criterion correlation when ties are present. Psychometrika 23, no. 3 (September 1958): 271-272.

Thanks for any hint, Mulone

Upvotes: 3

Views: 5373

Answers (1)

IRTFM
IRTFM

Reputation: 263362

The "official" documentation is the code itself. And looking there, one sees that there is provision for correction for ties through the use of pkendall(). 

stats:::cor.test.default

You will also get background information at this recent posting on SO regarding the Spearman-rho and three Kendall-tau's

Upvotes: 6

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