BivariateSpearmanRhoTest Method

public static TestResult SpearmanRhoTest(
	IReadOnlyList<double> x,
	IReadOnlyList<double> y
)

Public Shared Function SpearmanRhoTest ( 
	x As IReadOnlyList(Of Double),
	y As IReadOnlyList(Of Double)
) As TestResult

public:
static TestResult^ SpearmanRhoTest(
	IReadOnlyList<double>^ x, 
	IReadOnlyList<double>^ y
)

static member SpearmanRhoTest : 
        x : IReadOnlyList<float> * 
        y : IReadOnlyList<float> -> TestResult 

Parameters

x  IReadOnlyListDouble

The values of the first variable.

y  IReadOnlyListDouble

The values of the second variable.

Return Value

The Spearman rank-order test of association is a non-parametric test for association between two variables. The test statistic rho is the correlation coefficient of the rank of each entry in the sample. It is thus invariant over monotonic re-parameterizations of the data, and will, for example, detect a quadratic or exponential association just as well as a linear association.

The Spearman rank-order test requires O(N log N) operations.

Reference

Other Resources