[Gretl-users] nonparametric correlation

A couple of points that anyone interested in nonparametric statistics might want to note. These points pertain to git and snapshots. Following some off-list discussion with Jack L and Sven S, 1) in the GUI, our nonparametric (rank) correlation options have been moved from under /Models/Robust estimation to /Tools/Nonparametric tests. I agree with Sven that they may be more likely to be found in their new location. However, loess and Nadaraya-Watson regression remain under the Models menu. 2) We now have an npcorr() function that lets you grab the correlation measure, test statistic and p-value for rank correlation (either Kendall's tau, version b, or Spearman's rho). It's documented in the current Function reference. Allin