R Graphical Manual

Browse All

Last data update: 2014.03.03

R: Quantiles of exact and approximated null distributions of...

qrank

R Documentation

Quantiles of exact and approximated null distributions of rank correlations

Description

For a given level of significance, this routine computes approximated or exact conservative and/or liberal critical values under the hypothesis of no association.

Usage

qrank(prob, n, index="spearman", approx="vggfr", print = FALSE,
	lower.tail = TRUE)

Arguments

`prob`	the nominal level of significance.
`n`	the number of ranks.
`index`	a character string that specifies the rank correlation used in the test. Acceptable values are: "spearman","kendall","gini","r4","fy","filliben". Only enough of the string to be unique is required.
`approx`	a character string that specifies the type of approximation to the null distribution: "vggfr", "exact","gaussian","student".
`print`	`FALSE` suppresses partial output.
`lower.tail`	logical; if `TRUE` (default), probability P[X <= x] is computed, otherwise P[X>x]. In brief, lower tailed tests are used to test for negative correlation and upper tailed tests are used to test for positive correlation.

Details

This routine provides two exact quantiles corresponding to a conservative level (next smaller exact size) and a liberal level (next larger exact size). However, in the case of n>26 (Spearman) or n>60 (Kendall) or n>24 (Gini) or n>15 (r_4, Fisher-Yates coefficient and Filliben rank correlation), an approximated, but unique quantile is produced according to approx. The default option is "vggfr" in the case of Spearman and r_4; "gaussian" for Kendall, "fy", and "filliben"; "student" for Gini's cograduation.

Exact computations use frequencies obtained by complete enumeration for Spearman's r_1, Gini's r_2, r_4, r_5 (Fisher-Yates coefficient), and r_6 (Filliben rank correlation). A recursive formula is employed in the case of Kendall's r_3.

Value

a list containing the following components:

`n`	number of ranks.
`Statistic`	coefficient of rank order association
`Level`	nominal level
`Cq`	conservative quantile
`Cv`	conservative p-value
`Lq`	liberal quantile
`Lv`	liberal p-value

Note

The quantile function Q(.) of a symmetrical distribution satisfies:

Q(0.5)-Q(p)=Q(1-p)-Q(0.5)quad for 0<p< 0.5

Author(s)

Agostino Tarsitano, Ilaria Lucrezia Amerise and Marco Marozzi

Examples

 
## Not run: 
data(Insuhyper); attach(Insuhyper)
op<-par(mfrow=c(1,1), mgp=c(1.8,.5,0), mar=c(2.8,2.7,2,1),oma=c(0,0,0,0))
plot(PI,TG,main="Rank correlation between obesity and triglyceride response",
xlab="Ponderal Index", ylab="Plasma triglyceride concentration", pch=19,
cex=0.9, col= "rosybrown4")
text(PI,TG,labels=rownames(Insuhyper),cex=0.6,pos=c(rep(3,10),1,3,1,rep(3,4),1.3))
abline(v=mean(PI),col="black",lty=2,lwd=1)
abline(h=mean(TG),col="darkblue",lty=2,lwd=1)
par(op)
r<-comprank(PI,TG,"spearman","gh")$r
a1<-qrank(0.025, length(PI), "sp", "vggfr", print = FALSE,lower.tail = TRUE)$Cq
a2<-qrank(0.975, length(PI), "sp", "vggfr", print = FALSE,lower.tail = TRUE)$Cq
cat(round(a1,4),round(r,4),round(a2,4))
r<-comprank(PI,TG,"kendall")$r
b1<-qrank(0.95, length(PI), "ke", "ex", lower.tail = TRUE)$Cq # p = .05, one-tailed (upper)
b2<-qrank(0.05, length(PI), "ke", "ex", lower.tail = TRUE)$Cq # p = .95, one-tailed (upper)
cat(round(b2,4),round(r,4),round(b1,4))
detach(Insuhyper)

## End(Not run)
#####
#
a<-qrank(0.10,61,"K","St")
a<-qrank(0.01,25,"S","Ga",FALSE,FALSE);a$Cq
a<-qrank(0.03,11,"fy","Ga",FALSE,FALSE);a$Cq
a<-qrank(0.001,15,"r4","Ex",FALSE,FALSE);cat(a$Cq,a$Lq,"\n")
a<-qrank(0.01,14,"fil","Ex",FALSE,FALSE);cat(a$Cq,a$Lq,"\n")
#####
#
## Not run: 
a<-qrank(0.05,27,"G","Vg",FALSE,FALSE);a$Cq

## End(Not run)