[Gretl-users] Spearman's correlations

I've been asked about how to get a bunch of Spearman correlations in matrix form. This can be done using the npcorr() function. Here's an example. <hansl> function matrix spearman_mat (list L) matrix SC = {} strings rnames = array(0) n = nelem(L) loop i=1..n loop j=1..i-1 SC |= npcorr(L[j], L[i], spearman) rnames += sprintf("%s_%s", varname(L[j]), varname(L[i])) endloop endloop cnameset(SC, defarray("spearman", "t-stat", "p-value")) rnameset(SC, rnames) return SC end function open data4-10 list L = dataset matrix SC = spearman_mat(L) print SC </hansl> Allin Cottrell