Ranks of Spearman's rank correlation coefficient
On Mon, Jan 10, 2011 at 5:37 PM, Zanella Marco <marco.zanella at inbox.com> wrote:
Dear Gabor, thank you for your suggestion. I've already verified the result via computation of cor() on ranked timeseries with rank(), and as you report the result is the same of cor() with spearman method on simple timeseries. But, aren't there a way to extract the rank directly form cor() function, that of course computes ranks in order to give the result. I'm tinking in a way like "cor$ranks".
You can write your own version of cor.
Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com