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decuslib20-02
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decus/20-0026/srank.doc
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SUBROUTINE SRANK
PURPOSE
TEST CORRELATION BETWEEN TWO VARIABLES BY MEANS OF SPEARMAN
RANK CORRELATION COEFFICIENT
USAGE
CALL SRANK(A,B,R,N,RS,T,NDF,NR)
DESCRIPTION OF PARAMETERS
A - INPUT VECTOR OF N OBSERVATIONS FOR FIRST VARIABLE
B - INPUT VECTOR OF N OBSERVATIONS FOR SECOND VARIABLE
R - OUTPUT VECTOR FOR RANKED DATA, LENGTH IS 2*N. SMALLEST
OBSERVATION IS RANKED 1, LARGEST IS RANKED N. TIES
ARE ASSIGNED AVERAGE OF TIED RANKS.
N - NUMBER OF OBSERVATIONS
RS - SPEARMAN RANK CORRELATION COEFFICIENT (OUTPUT)
T - TEST OF SIGNIFICANCE OF RS (OUTPUT)
NDF - NUMBER OF DEGREES OF FREEDOM (OUTPUT)
NR - CODE, 0 FOR UNRANKED DATA IN A AND B, 1 FOR RANKED
DATA IN A AND B (INPUT)
REMARKS
T IS SET TO ZERO IF N IS LESS THAN TEN
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
RANK
TIE
METHOD
DESCRIBED IN S. SIEGEL, 'NONPARAMETRIC STATISTICS FOR THE
BEHAVIORAL SCIENCES', MCGRAW-HILL, NEW YORK, 1956,
CHAPTER 9