NMathFunctionsSpearmans(DoubleMatrix) Method

Calculates Spearman's Rho for the given data.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public static DoubleMatrix Spearmans(
	DoubleMatrix data
)

Public Shared Function Spearmans ( 
	data As DoubleMatrix
) As DoubleMatrix

public:
static DoubleMatrix^ Spearmans(
	DoubleMatrix^ data
)

static member Spearmans : 
        data : DoubleMatrix -> DoubleMatrix

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

Remarks

Equivalent to the Pearson correlation using ranks.