Owning Palette: Probability & Statistics VIs
Requires: Full Development System
Computes the Spearman's rank correlation coefficient between input sequences X and Y.
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X is the first input sequence. |
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Y is the second input sequence. |
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correlation coefficient r returns the correlation coefficient between X and Y. |
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r^2 returns the square of correlation coefficient r. |
The Spearman's rank correlation coefficient is a non-parametric measure of monotone association between two data sets and is defined as the linear correlation coefficient applied to the rank-transformations of X and Y. Use the Spearman's rank correlation coefficient when the distribution of the data makes the Pearson's correlation coefficient undesirable or misleading.