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Spearman's rank correlation coefficient - using R

Spearman's rank correlation coefficient


The R output for the Spearman correlation test is as follows:

> cor.test (x,y,method = "spearman") Spearman's rank correlation rho data: x and y S = 2063.483, p-value = 1.697e-06 alternative hypothesis: true rho is not equal to 0 sample estimates: rho 0.7109968 Warning message: In cor.test.default(x, y, method = "spearman") : Cannot compute exact p-values with ties

The test statistic S given in the R output is estimated from:

S = (n3-n) (1-rs)/6
where n is the number of bivariate observations and rs is Spearman's rank correlation coefficient.

Olds (1938) tabulated the exact distribution of S using 'algorithm AS 89'. R uses this algorithm to test the significance of rs. Values are only exact when there are no ties.