In this video we illustrate the computation of Pearson, Spearman and Kendall correlations in R. We also illustrate some functions for doing inference in correlation coefficients. Finally, we show how to compute partial correlation coefficients and contrast them with ordinary correlations. You should open Mod13Script.R in RStudio and follow along with Example 7 from that script while watching this video.
The cor() function for computing ordinary correlations is fairly straight-forward to learn on your own. However, this video covers the subtle issue of how missing values are handled and also covers some less well-known functions such as cor.test(), rcorr() (from the Hmisc package), and pcor() (from the ppcor package). Therefore, I would categorize this video as essential viewing for the course.