SpearmanCorrelation

SpearmanCorrelation(inputSample, outputSample)

Correlation evaluation based on the Spearman correlation coefficient.

Refer to Spearman correlation coefficient.

Parameters

sample12-d sequence of float

First sample

sample22-d sequence of float

Second sample, of dimension = 1.

Returns

coefPoint

The Spearman coefficients evaluated between the sample2 and each coordinate of sample1 (based on the rank values).

See also

CorrelationAnalysis.PRCC, CorrelationAnalysis.SRRC

CorrelationAnalysis.PearsonCorrelation