cor.test(X,Y,method="")

method可以為"spearman","pearson" and "kendall",分別對應三種相關係數的計算和檢驗。

1 perrson相關係數

> n

> x

> y

> cor(x,y)

[1] -0.4132864

> cor.test(x,y)

Pearson"s product-moment correlation

data: x and y

t = -1.2837, df = 8, p-value = 0.2352

alternative hypothesis: true correlation is not equal to 0

95 percent confidence interval:

-0.8275666 0.2924366

sample estimates:

cor

-0.4132864

上面給出了相關係數的可信度區間和P-value

2 spearman相關係數和

kendall相關係數

同上，只要把method改成spearman和kendall