RANKCORR calculated the rank correlation coefficient. This function is replaced by CORRCOEF. Significance test and confidence intervals can be obtained from CORRCOEF, too. R = CORRCOEF(X, [Y, ] 'Rank'); The rank correlation r = corrcoef(ranks(x)). is often confused with Spearman's rank correlation. Spearman's correlation is defined as r(x,y) = 1-6*sum((ranks(x)-ranks(y)).^2)/(N*(N*N-1)) The results are different. Here, the former version is implemented. see also: CORRCOEF, SPEARMAN, RANKS REFERENCES: [1] http://mathworld.wolfram.com/SpearmanRankCorrelationCoefficient.html [2] http://mathworld.wolfram.com/CorrelationCoefficient.html
Package: nan