Cor.test function

[<simona.costanzo@ubs.com>]

Dear all,

I am calculating kendall's tau coefficients using the cor.test function and Splus 6.2. I am encountering the following problems:

1. the correlation coefficient is different from the one obtained using "cor.test" function in R 
2. in many cases the p-value is returned as "NA"

Can anyone help to explain this?

Many thanks

Simona

______________________________
Simona Costanzo
UBS IB Credit Risk Control
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