Synopsis Spearman's rank correlation coefficient.
Function
num SpearmansCorrelation(lrel[num x,num y] values)
Usage
import analysis::statistics::Correlation;
Description Compute Spearman's rank correlation coefficient
.
The correlation between the data values is computed by first performing a rank transformation
on the data values using a natural ranking and then computing PearsonsCorrelation.
.
The correlation between the data values is computed by first performing a rank transformation
on the data values using a natural ranking and then computing PearsonsCorrelation.
Pitfalls Spearman's correlation can only be applied when there is a monotonous dependence between the two variables.
Use PearsonsCorrelation when there is a linear dependence between the variables.