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kendallscorr

ケンドールの順位相関係数

使い方

無相関の検定

x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
corrTest = CorrTestLib::DecorrTestLib.new
corrTest.kendallscorr(x, y, 0.05)

母相関係数の検定

x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
hypothTest = Num4HypothTestLib::TwoSideTestLib.new
corrTest = CorrTestLib::CorreFactLib.new(hypothTest)
corrTest.kendallscorr(x, y, -0.3, 0.05)

差の母相関係数の検定の場合

xy1 = [
        [113, 64, 16, 45, 28, 19, 30, 82, 76],
        [31, 5, 2, 17, 18, 2, 9, 25, 13]
      ]
xy2 = [
        [113, 64, 16, 45, 28, 19, 30, 82, 76],
        [31, 5, 2, 17, 18, 2, 9, 25, 13]
      ]
hypothTest = Num4HypothTestLib::TwoSideTestLib.new
corrTest = CorrTestLib::DiffCorreFactLib.new(hypothTest)
corrTest.kendallscorr(xy1, xy2, 0.05)

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