Computes a t test for a test of the null hypothesis that a population Spearman correlation is equal to 0, or a z test using a Fisher transformation for a test of the null hypothesis that a Spearman correlation is equal to some specified nonzero value. The hypothesis testing results should be accompanied with a confidence interval for the population Spearman correlation value.
test.spear(cor, h, n)estimated correlation
null hypothesis value of correlation
sample size
Returns a 1-row matrix. The columns are:
Estimate - estimate of correlation
t or z - t test statistic (for h = 0) or z test statistic
p - two-sided p-value
test.spear(.471, .2, 100)
#> Estimate z p
#> 0.471 3.009628 0.00261568
# Should return:
# Estimate z p
# 0.471 3.009628 0.00261568
test.spear(.342, 0, 100)
#> Estimate t df p
#> 0.342 3.602881 98 0.0004965008
# Should return:
# Estimate t df p
# 0.342 3.602881 98 0.0004965008