% -*- texinfo -*- % @deftypefn {Function File} {} cor_test (@var{x}, @var{y}, @var{alt}, @var{method}) % Test whether two samples @var{x} and @var{y} come from uncorrelated % populations. % % The optional argument string @var{alt} describes the alternative % hypothesis, and can be @code{'~='} or @code{'<>'} (non-zero), % @code{'>'} (greater than 0), or @code{'<'} (less than 0). The % default is the two-sided case. % % The optional argument string @var{method} specifies on which % correlation coefficient the test should be based. If @var{method} is % @code{'pearson'} (default), the (usual) Pearson's product moment % correlation coefficient is used. In this case, the data should come % from a bivariate normal distribution. Otherwise, the other two % methods offer nonparametric alternatives. If @var{method} is % @code{'kendall'}, then Kendall's rank correlation tau is used. If % @var{method} is @code{'spearman'}, then Spearman's rank correlation % rho is used. Only the first character is necessary. % % The output is a structure with the following elements: % % @table @var % @item pval % The p-value of the test. % @item stat % The value of the test statistic. % @item dist % The distribution of the test statistic. % @item params % The parameters of the null distribution of the test statistic. % @item alternative % The alternative hypothesis. % @item method % The method used for testing. % @end table % % If no output argument is given, the p-value is displayed. % @end deftypefn