Dear R maintainers,
R is great. Now that I have that out of the way, I believe I have
encountered a bug, or at least an inconsistency, in how Spearman and
Kendall rank correlations are handled. Specifically, cor() and
cor.test() do not produce the same answer when the data contain NAs.
cor() treats the NAs as data, while cor.test() eliminates them. The
option
use="complete.obs" has no effect on cor() with method="s" or "k".
An illustration follows. I'm running R for Windows, version 1.81 on a
Pentium 4, Windows 2000.
Regards,
Joe Ritter
#===================================================================
> x = c(1,2,NA,3,5,88,NA)
> y = c(3,8,4,7,1,12,NA)
> cor(x,y,method="s")
[1] 0.4642857
> cor(x,y,method="s",use="c")
[1] 0.4642857
> cor.test(x,y,method="s")
Spearman's rank correlation rho
data: x and y S = 14, p-value = 0.6833 alternative hypothesis:
true
rho is not equal to 0 sample estimates:
rho
0.3
> cor(na.omit(data.frame(x,y)),method="s",use="c")
x y
x 1.0 0.3
y 0.3 1.0
> cor(x,y,method="k")
[1] 0.3333333
> cor(x,y,method="k",use="complete.obs")
[1] 0.3333333
> cor.test(x,y,method="k")
Kendall's rank correlation tau
data: x and y
T = 6, p-value = 0.8167
alternative hypothesis: true tau is not equal to 0
sample estimates:
tau
0.2
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