R Statistics Cookbook

How to do it...

Whenever we refer to Spearman, we mean Spearman's rank statistic; and whenever we refer to Pearson, we mean the classical correlation coefficient.

In the following example, we will use a nonlinear example with no noise (in this case, Spearman's coefficient will be almost 1), and Pearson's coefficient will be high but lower. We will then introduce some noise and explain why Pearson's ends up being higher:

1. First, we generate some synthetic data. This is clearly a nonlinear relationship, as shown in the following example:

x = seq(1,100)y = 20/(1+exp(x-50))plot(x,y)

The preceding command displays the following output:

2. We now ...