Stats spearman

Development build. This page describes main, not a released package. The latest published Lodestar.Stats is 0.5.0 — read its documentation.

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Spearman

Spearman's rho: is there a monotone relationship between two variables?

Pearson on the mid-ranks rather than on the values, which is the whole definition: it answers whether the two rise and fall together, not whether they do so along a line, and a single outlier moves a rank by one place instead of moving a mean. The p-value is the Student approximation on n - 2 degrees of freedom at every sample size — scipy publishes no exact branch for spearmanr, so neither is offered here.

Members

Member	What it does
Spearman.Test	Correlates the ranks of two paired samples.