I have been trying to use this test recently, following the text from this
link: 
http://books.google.com/books?id=1eTyuMDND94C&pg=PA145&lpg=PA145&dq=nonparam#v=onepage&q&f=false

I ordered my data based on ranks, and ran a type III ANOVA from the car
package - something like
Anova(lm(var1~var2*var3,contrasts=list(var2='contr.sum',var3='contr.sum')),type='III').
Then I calculate SStotal (sum of the SS for the factors, interaction, and
residual). I calculate MStotal, which is the SStotal divided by the degrees
of freedom (add up the DF for factors, interaction, and residual). Then,
calculate SS/MStotal for each factor and combination of factors. The p value
for each is calculated as follows: 1-pchisq(the SS/MStotal, the degrees of
freedom). I'm pretty sure there is an error in the text, as the first
example they give calculates the SS as 1496, which includes the
intercept-SS, and their math doesn't work out then (1496/16 is not = to 22).
The second example makes more sense, and they don't include the
intercept-SS. Anyhow, this seems like a useful test, but I think it should
be used with caution. Hopefully, this helps, and if I'm doing something
wrong here, that would be great to know (:


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