Compute Spearman's rank correlation coefficient 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.
spearman (
x)
is equivalent tospearman (
x,
x)
.For two data vectors x and y, Spearman's rho is the correlation of the ranks of x and y.
If x and y are drawn from independent distributions, rho has zero mean and variance
1 / (n - 1)
, and is asymptotically normally distributed.