Function Reference
— Function File: cor_test (x, y, alt, method)

Test whether two samples x and y come from uncorrelated populations.

The optional argument string alt describes the alternative hypothesis, and can be "!=" or "<>" (non-zero), ">" (greater than 0), or "<" (less than 0). The default is the two-sided case.

The optional argument string method specifies on which correlation coefficient the test should be based. If method is "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 method is "kendall", then Kendall's rank correlation tau is used. If method is "spearman", then Spearman's rank correlation rho is used. Only the first character is necessary.

The output is a structure with the following elements:

pval
The p-value of the test.
stat
The value of the test statistic.
dist
The distribution of the test statistic.
params
The parameters of the null distribution of the test statistic.
alternative
The alternative hypothesis.
method
The method used for testing.

If no output argument is given, the p-value is displayed.