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SpearmanRankCorrelations

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Function Description

Returns an array of   elements corresponding to the elements of the matrix, , of Spearman rank correlation coefficients for  series that are provided to the function as an array of  elements, where the first  elements correspond to the terms in the first series, the next  elements to the corresponding terms in the second series etc.

 

Spearman rank correlation coefficients are 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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