library(MASS)
n <- 100
rho <- 0.2
set.seed(5)
m <- mvrnorm(n = n,mu = c(10,5),
Sigma = rbind(c(1,rho),
c(rho,1)))
d <- as.data.frame(m)
colnames(d) <- c('u','v')
library(DT)
datatable(round(d,2))
(uv <- cor.test(d$u,d$v))
##
## Pearson's product-moment correlation
##
## data: d$u and d$v
## t = 1.012, df = 98, p-value = 0.3141
## alternative hypothesis: true correlation is not equal to 0
## 95 percent confidence interval:
## -0.09665551 0.29227338
## sample estimates:
## cor
## 0.1016932
ifelse(uv$p.value < 0.05,'有意','有意でない')
## [1] "有意でない"
library(Hmisc)
rcorr(as.matrix(d))
## u v
## u 1.0 0.1
## v 0.1 1.0
##
## n= 100
##
##
## P
## u v
## u 0.3141
## v 0.3141
library(MASS)
n0 <- 150
rho0 <- 0.2
set.seed(5)
m0 <- mvrnorm(n = n0,mu = c(10,5),
Sigma = rbind(c(1,rho0),
c(rho0,1)))
d0 <- as.data.frame(m0)
colnames(d0) <- c('U','V')
library(DT)
datatable(round(d0,2))
(uv0 <- cor.test(d0$U,d0$V))
##
## Pearson's product-moment correlation
##
## data: d0$U and d0$V
## t = 2.888, df = 148, p-value = 0.004459
## alternative hypothesis: true correlation is not equal to 0
## 95 percent confidence interval:
## 0.07343229 0.37727185
## sample estimates:
## cor
## 0.2309756
ifelse(uv0$p.value < 0.05,'有意','有意でない')
## [1] "有意"
library(Hmisc)
rcorr(as.matrix(d0))
## U V
## U 1.00 0.23
## V 0.23 1.00
##
## n= 150
##
##
## P
## U V
## U 0.0045
## V 0.0045
検定結果
# 100の場合は有意でないのに対して、150の場合は有意なので100と150では無相関検定結果は異なる