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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Output type / Parameter details
Output type: Double()
| Parameter Name | Variable Type | Description |
| InputArray | Double() | Input array of m series with n elements |
| m | Double | Number of series |
| n | Double | Number of elements in series |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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