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# SpearmanRankTest

SpearmanRankTest[v1, v2]
tests whether the vectors and are independent.

SpearmanRankTest[m1, m2]
tests whether the matrices and are independent.

SpearmanRankTest[..., "property"]
returns the value of .

## Details and OptionsDetails and Options

• SpearmanRankTest performs a hypothesis test on and with null hypothesis that the vectors are independent, and alternative hypothesis that they are not.
• By default a probability value or -value is returned.
• A small -value suggests that it is unlikely that is true.
• The arguments and can be any real-valued vectors or matrices of equal length.
• SpearmanRankTest is based on Spearman's rank correlation computed by SpearmanRho[v1, v2].
• For testing matrices the test statistic is based on inner standardized spatial ranks and asymptotically follows a where r and s are the dimension of and , respectively. The test is invariant under affine transformations.
• SpearmanRankTest[v1, v2, "HypothesisTestData"] returns a HypothesisTestData object htd that can be used to extract additional test results and properties using the form htd["property"].
• SpearmanRankTest[v1, v2, "property"] can be used to directly give the value of .
• Properties related to the reporting of test results include:
•  "DegreesOfFreedom" the degrees of freedom used in the test "PValue" the -value of the test "PValueTable" formatted table containing the -value "ShortTestConclusion" a short description of the conclusion of the test "TestConclusion" a description of the conclusion of the test "TestData" a list containing the test statistic and -value "TestDataTable" formatted table of the -value and test statistic "TestStatistic" the test statistic "TestStatisticTable" formatted table containing the test statistic
• The following options can be used:
•  AlternativeHypothesis "Unequal" the inequality for the alternative hypothesis MaxIterations Automatic max iterations for multivariate test Method Automatic the method to use for computing -values SignificanceLevel 0.05 cutoff for diagnostics and reporting
• For tests of independence, a cutoff is chosen such that is rejected only if . The value of used for the and properties is controlled by the SignificanceLevel option. By default is set to .

## ExamplesExamplesopen allclose all

### Basic Examples (2)Basic Examples (2)

Test whether two vectors are independent:

 Out[2]=
 Out[3]=

Test whether two matrices are independent:

At the level there is insufficient evidence to reject independence:

 Out[2]=

## See AlsoSee Also

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