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cor_test

PURPOSE ^

% Test whether two samples @var{x} and @var{y} come from uncorrelated

SYNOPSIS ^

function t = cor_test (X, Y, ALTERNATIVE, METHOD)

DESCRIPTION ^

% -*- 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

CROSS-REFERENCE INFORMATION ^

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