Table Of Contents

Correlation Coefficient (Spearman) (G Dataflow)

Version:
    Last Modified: March 15, 2017

    Computes the Spearman's rank correlation coefficient between two sequences.

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    x

    The first input sequence.

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    y

    The second input sequence.

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    error in

    Error conditions that occur before this node runs.

    The node responds to this input according to standard error behavior.

    Standard Error Behavior

    Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

    error in does not contain an error error in contains an error
    If no error occurred before the node runs, the node begins execution normally.

    If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

    If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

    Default: No error

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    correlation coefficient r

    Correlation coefficient between the two input sequences.

    Understanding the Values of This Output

    correlation coefficient r always is in the interval [-1, 1]. The following table explains the meaning of different correlation coefficient r values:

    correlation coefficient r Explanation
    1

    x and y have a complete positive correlation. The data points from x and y lie on a perfectly straight, positively-sloped line.

    -1

    x and y have a complete negative correlation. The data points from x and y lie on a perfectly straight, negatively-sloped line.

    0

    x and y have no correlation.

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    r^2

    Square of the correlation coefficient.

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    error out

    Error information.

    The node produces this output according to standard error behavior.

    Standard Error Behavior

    Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

    error in does not contain an error error in contains an error
    If no error occurred before the node runs, the node begins execution normally.

    If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

    If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

    Understanding the Spearman's Rank Correlation Coefficient

    The Spearman's rank correlation coefficient is a non-parametric measure of monotone association between two data sets and is defined as the linear correlation coefficient applied to the rank-transformations of x and y. Use the Spearman's rank correlation coefficient when the distribution of the data makes the Pearson's correlation coefficient undesirable or misleading.

    Where This Node Can Run:

    Desktop OS: Windows

    FPGA: This product does not support FPGA devices


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