Spearman Rank Correlation
MediumStatisticsMathArray
Description
Given two arrays x and y of equal length, return the Spearman rank correlation coefficient: the Pearson correlation computed on the ranks of the values (tied values receive their average rank). Round the result to 4 decimal places.
Examples
Input:
[1,2,3,4], [1,2,3,4]Output:
1Explanation:
Spearman correlation is Pearson correlation applied to the ranks of the data, so it captures monotonic association even when the relationship is not linear.
Input:
[1,2,3,4], [4,3,2,1]Output:
-1Explanation:
Spearman correlation is Pearson correlation applied to the ranks of the data, so it captures monotonic association even when the relationship is not linear.
Input:
[1,2,3,4,5], [2,1,4,3,5]Output:
0.8Explanation:
Spearman correlation is Pearson correlation applied to the ranks of the data, so it captures monotonic association even when the relationship is not linear.
Constraints
- •
2 ≤ length ≤ 10⁴