SpearmanRankCorrelation[xlist,ylist]
gives Spearman's rank correlation coefficient for the real‐valued vectors xlist and ylist.


SpearmanRankCorrelation
SpearmanRankCorrelation[xlist,ylist]
gives Spearman's rank correlation coefficient for the real‐valued vectors xlist and ylist.
Details and Options
- To use SpearmanRankCorrelation, 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.
See Also
Tech Notes
Related Guides
Text
Wolfram Research (2007), SpearmanRankCorrelation, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/SpearmanRankCorrelation.html.
CMS
Wolfram Language. 2007. "SpearmanRankCorrelation." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/SpearmanRankCorrelation.html.
APA
Wolfram Language. (2007). SpearmanRankCorrelation. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/SpearmanRankCorrelation.html
BibTeX
@misc{reference.wolfram_2025_spearmanrankcorrelation, author="Wolfram Research", title="{SpearmanRankCorrelation}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/SpearmanRankCorrelation.html}", note=[Accessed: 06-August-2025]}
BibLaTeX
@online{reference.wolfram_2025_spearmanrankcorrelation, organization={Wolfram Research}, title={SpearmanRankCorrelation}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/SpearmanRankCorrelation.html}, note=[Accessed: 06-August-2025]}