Spearman {QRMlib}R Documentation

Spearman's Rank Correlation

Description

calculates a matrix of Sperman's rank correlations

Usage

Spearman(data)

Arguments

data data matrix

Details

see pages 229-230 in QRM

Value

matrix of rank correlations

See Also

Kendall

Examples

data <- rmnorm(1000,d=3,rho=0.5); 
Spearman(data); 

[Package QRMlib version 1.4.4 Index]