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spearman

PURPOSE ^

% Compute Spearman's rank correlation coefficient @var{rho} for each of

SYNOPSIS ^

function rho = spearman (x, y)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {} spearman (@var{x}, @var{y})
% Compute Spearman's rank correlation coefficient @var{rho} for each of
% the variables specified by the input arguments.
%
% For matrices, each row is an observation and each column a variable;
% vectors are always observations and may be row or column vectors.
%
% @code{spearman (@var{x})} is equivalent to @code{spearman (@var{x},
% @var{x})}.
%
% For two data vectors @var{x} and @var{y}, Spearman's @var{rho} is the
% correlation of the ranks of @var{x} and @var{y}.
%
% If @var{x} and @var{y} are drawn from independent distributions,
% @var{rho} has zero mean and variance @code{1 / (n - 1)}, and is
% asymptotically normally distributed.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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