% -*- texinfo -*- % @deftypefn {Function File} {} spearman (@var{x}, @var{y}) % Compute Spearman's rank correlation coefficient @var{rho} for each of % the variables specified by the input arguments. % % For matrices, each row is an observation and each column a variable; % vectors are always observations and may be row or column vectors. % % @code{spearman (@var{x})} is equivalent to @code{spearman (@var{x}, % @var{x})}. % % For two data vectors @var{x} and @var{y}, Spearman's @var{rho} is the % correlation of the ranks of @var{x} and @var{y}. % % If @var{x} and @var{y} are drawn from independent distributions, % @var{rho} has zero mean and variance @code{1 / (n - 1)}, and is % asymptotically normally distributed. % @end deftypefn