:Spearmanϵ

ʽ:
TestTSpearman(x,y,a)
TestTSpearman(x,y)

x:ĵһ
y:ĵڶ
a:ˮƽ,ĬΪ0.05

˵:
1xyͬάľ,Ԫظ3

2-1ʾʧ,Spearmanϵľֵ(0,1)֮;0ʾ(ϵԲ);1ʾ(ϵûԲ)

3㷨ԭ t=S((n-2)/(1-S^2))^2 t,SΪSpearmanϵ,nΪ.


ο://˳.ͳۡӦú[M].пƼѧ,人,2005:34-35

:
//ab,Spearmanϵ0.05ˮƽ
a =[ 1    9    3    6    1    5    6    9    2    6 ]
b =[ 5    1    8    8    4    9    4    1    2    8 ]

TestTSpearman(a,b,0.05)//سõ½,abSpearmanϵ
ans =
[ 0.00000000000000 ]