How to compute exact P-values for a small data set for Kendall Correlation Matrix and implement it in the corr plot?
I am trying to create a corr plot for a Kendall correlation matrix of sample size 30. But I want to compute the exact P-values ( with no ties). Also, implement it in the corr plot for visualization purposes. I would like to find statistically significant correlation values.
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This cor.mtest function calls cor.test which has a parameter called exact which computes exact p values. You can change your cor.mtest call like so:
p.mat <- cor.mtest(my_data, method = 'kendall', exact = TRUE)
Once you have that, you should be able to pass the matrix of correlation values and p.mat as the p-value matrix to corrplot.
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What have you tried? Please show us your code at least a small but representative sample of your data
I will specify the code I used to get P-values for the Kendall Correlation test in R, but the code cannot compute exact P-values with ties which I would like to improve
mat: is a matrix of data...: further arguments to pass to the native R cor.test functionIs there any other methods where I can find the ties corrected P-values for Kendall's Correlation test and implement it in Corr Plot?