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SpearmanRankCorrelation


gives Spearman's rank correlation coefficient for the real-valued vectors xlist and ylist.
  • Spearman's rank correlation coefficient is a measure of association based on the rank differences between two lists.
  • Spearman's is given by , where n=Length[xlist], is the rank difference between and , is the correction term for ties in xlist, and is the correction term for ties in ylist.
  • The arguments xlist and ylist can be any real-valued vectors of equal length.
Spearman's rank correlation for two vectors:
Needs["MultivariateStatistics`"]
Spearman's rank correlation for two vectors:
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Click for copyable input
Out[2]=