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OBSOLETE MULTIVARIATE STATISTICS PACKAGE SYMBOL
SpearmanRankCorrelation
As of Version 9.0, 
has been renamed to SpearmanRho and is part of the built-in Mathematica kernel.
has been renamed to SpearmanRho and is part of the built-in Mathematica kernel.
gives Spearman's rank correlation coefficient 
for the real-valued vectors xlist and ylist.
Details
- To use
, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"]. - 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.
