Spearman Correlation

Tags:

Spearman’s rank correlation coefficient is a non parametric measure of statistical dependence between variables. Unlike Pearson correlation coefficient which assumes linear dependence, Spearman’s rank correlation does not have such assumptions.

It uses the same formula to get the coefficient, but it uses ‘rank(position in the descending order)’ of x and y.

Comments

Leave a Reply

Your email address will not be published. Required fields are marked *