library(MASS)
#size 100
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$p.value < 0.05, '有意', '有意でない')
## [1] "有意でない"
library(Hmisc)
rcorr(as.matrix(d))
## u v
## u 1.0 0.1
## v 0.1 1.0
##
## n= 100
##
##
## P
## u v
## u 0.3141
## v 0.3141
#-----------------------------------------------------150--------------------------------------------------------
library(MASS)
#size 150
q<- 150
rhoq <- 0.2
set.seed(5)
m1 <- mvrnorm(n = q, mu = c(10, 5),
Sigma = rbind(c(1, rhoq),
c(rhoq, 1)))
dq <- as.data.frame(m1)
colnames(dq) <- c('u', 'v')
library(DT)
datatable(round(dq, 2))
(uvq <- cor.test(dq$u, dq$v))
##
## Pearson's product-moment correlation
##
## data: dq$u and dq$v
## t = 2.888, df = 148, p-value = 0.004459
## alternative hypothesis: true correlation is not equal to 0
## 95 percent confidence interval:
## 0.07343229 0.37727185
## sample estimates:
## cor
## 0.2309756
ifelse(uvq$p.value < 0.05, '有意', '有意でない')
## [1] "有意"
library(Hmisc)
rcorr(as.matrix(dq))
## 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の場合は判別結果が有意ではないのに対して150の場合は有意なので100と150では無相関検定結果が異なると言える