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MULTIVARIATE STATISTICS PACKAGE SYMBOL

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SpearmanRankCorrelation

gives Spearman's rank correlation coefficient

for the real-valued vectors xlist and ylist.

MORE INFORMATION

To use , you first need to load the Multivariate Statistics Package using .

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.

Basic Examples (1)

Spearman's rank correlation for two vectors:

Needs["MultivariateStatistics`"]

Spearman's rank correlation for two vectors:

Out[2]=

Correlation KendallRankCorrelation

Multivariate Statistics Package

Multivariate Statistics Package

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