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BivariateSampleSpearmanRhoTest Method

Performs a Spearman rank-order test of association between the two variables.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax
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public TestResult SpearmanRhoTest()

Return Value

Type: TestResult
The result of the test.
Exceptions
ExceptionCondition
InsufficientDataExceptionThere are fewer than three data points.
Remarks

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.

See Also