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SpearmanRankCorrelation

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Function Description

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.

 


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Output type / Parameter details

Output type: Double
Parameter NameVariable TypeDescription
InputArray1Double()First series
InputArray2Double()Second series

Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Statistical functions

-          Computation units used


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