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rankcorr

PURPOSE ^

RANKCORR calculated the rank correlation coefficient.

SYNOPSIS ^

function r = rankcorr(X,Y)

DESCRIPTION ^

 RANKCORR calculated the rank correlation coefficient.
 This function is replaced by CORRCOEF. 
 Significance test and confidence intervals can be obtained from CORRCOEF, too. 

 R = CORRCOEF(X, [Y, ] 'Rank');

 The rank correlation   r = corrcoef(ranks(x)). 
 is often confused with Spearman's rank correlation.  
 Spearman's correlation is defined as 
   r(x,y) = 1-6*sum((ranks(x)-ranks(y)).^2)/(N*(N*N-1))
 The results are different. Here, the former version is implemented. 

 see also: CORRCOEF, SPEARMAN, RANKS

 REFERENCES:
 [1] http://mathworld.wolfram.com/SpearmanRankCorrelationCoefficient.html
 [2] http://mathworld.wolfram.com/CorrelationCoefficient.html

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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