Calculates Spearman's Rho for the given data.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public static DoubleMatrix Spearmans(
	DoubleMatrix data
)
Visual Basic (Declaration)
Public Shared Function Spearmans ( _
	data As DoubleMatrix _
) As DoubleMatrix
Visual C++
public:
static DoubleMatrix^ Spearmans(
	DoubleMatrix^ data
)

Return Value

Spearman's Rho for each column with respect to every other column.

Remarks

Equivalent to the Pearson correlation using ranks.

See Also