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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