/

SpearmanRankCorrelation

[this page | pdf | references | back links]

Returns the Spearman rank correlation coefficient  between two series,  and .

 

The Spearman rank correlation coefficient is calculated as:

 

 

where  are the ranks of the values in the series , i.e.  is the largest value in the series ,  is the mean of the  etc.

 

---

NAVIGATION LINKS
Contents | Prev | Next

---

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Statistical functions

-          Computation units used

Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement

---