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PCA with spearman and kendall correlations

2 messages · BOURGADE Eric, David L Carlson

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Spearman would be easier since you just convert the data to ranks and use
the Pearson correlation:
X1 X2
1   9  5
2   9  7
3   3  9
4   8  3
5   6  5
6   5  9
7   7  9
8   2  2
9   6  5
10  7  6
X1         X2
X1 1.00000000 0.01897427
X2 0.01897427 1.00000000
X1          X2
X1  1.00000000 -0.03135181
X2 -0.03135181  1.00000000
X1          X2
X1  1.00000000 -0.03135181
X2 -0.03135181  1.00000000

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David L Carlson
Associate Professor of Anthropology
Texas A&M University
College Station, TX 77843-4352