spearmanr

swordfish.function.spearmanr()

Calculate the Spearman rank correlation coefficient of X and Y. Null values are ignored in the calculation. Spearman correlation is a non-parametric measure of the monotonicity of the relationship between two data sets. The coefficient varies between -1 and +1, where 0 means no correlation. -1 or +1 means an exact monotonic relationship.

If X or Y is a matrix, apply the function to each column and return a vector.

Parameters:

• X (Constant) – A vector/ matrix.

• Y (Constant) – A vector/ matrix.