Computes the Spearman's rank correlation coefficient between input sequences X and Y.


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Inputs/Outputs

  • c1ddbl.png X —

    X is the first input sequence.

  • c1ddbl.png Y —

    Y is the second input sequence.

  • idbl.png correlation coefficient r —

    correlation coefficient r returns the correlation coefficient between X and Y.

  • idbl.png r^2 —

    r^2 returns the square of correlation coefficient r.

    • 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.