function r = spearman(x,y) % SPEARMAN Spearman's rank correlation coefficient. % This function is replaced by CORRCOEF. % Significance test and confidence intervals can be obtained from CORRCOEF. % % [R,p,ci1,ci2] = CORRCOEF(x, [y, ] 'Rank'); % % For some (unknown) reason, in previous versions Spearman's rank correlation % r = corrcoef(ranks(x)). % But according to [1], Spearman's correlation is defined as % r = 1-6*sum((ranks(x)-ranks(y)).^2)/(N*(N*N-1)) % The results are different. Here, the later version is implemented. % % see also: CORRCOEF, RANKCORR % % REFERENCES: % [1] http://mathworld.wolfram.com/SpearmanRankCorrelationCoefficient.html % [2] http://mathworld.wolfram.com/CorrelationCoefficient.html % Version 1.27 Date: 12 Aug 2002 % Copyright (C) 2000-2002 by Alois Schloegl <a.schloegl@ieee.org> % This program is free software; you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation; either version 2 of the License, or % (at your option) any later version. % % This program is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with this program; If not, see <http://www.gnu.org/licenses/>. % warning('SPEARMAN might become obsolete; use CORRCOEF(...,''Spearman'') instead'); if nargin < 2 r = corrcoef(x,'Spearman'); else r = corrcoef(x,y,'Spearman'); end

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