spearman-corr ( x-seq y-seq -- corr )

Vocabulary

math.statistics

Inputs

x-seq	a sequence
y-seq	a sequence

Outputs

corr	a real number

Word description

Computes the Spearman's correlation of two sequences, x-seq and y-seq.

For more information see https://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient.

Definition

USING: kernel ;

IN: math.statistics

: spearman-corr ( x-seq y-seq -- corr )
    [ rank ] bi@ population-corr ;