Re: [S] Rank corellation matrix with P-values

Frank E Harrell Jr (fharrell@virginia.edu)
Fri, 1 May 1998 07:08:42 -0400


For Spearman, the rcorr function in the Hmisc library will produce the
matrices of rho, P-values, and sample sizes.

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Frank E Harrell Jr
Professor of Biostatistics and Statistics
Director, Division of Biostatistics and Epidemiology
Dept of Health Evaluation Sciences
University of Virginia School of Medicine
http://www.med.virginia.edu/medicine/clinical/hes/biostat.htm

-----Original Message-----
From: Ejrnæs, Rasmus <rej@dmu.dk>
To: 's-news@wubios.wustl.edu' <s-news@wubios.wustl.edu>
Date: Thursday, April 30, 1998 3:59 AM
Subject: [S] Rank corellation matrix with P-values

>Dear S-people
>
>I can't figure out how to calculate rank corellations (Kendall or
>Spearman) with P-values in S-Plus on more than two variables at a time.
>I've looked in versions 3.3 and 4. As I want corellations among 15
>variables, I'd prefer a more efficient way.
>
>Regards
>
>Rasmus
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