Spearman's rank correlation coefficient - Wikipedia
en.wikipedia.org › wiki › Spearman&In statistics, Spearman's rank correlation coefficient or Spearman's ρ, named after Charles Spearman and often denoted by the Greek letter ρ {\displaystyle \rho } or as r s {\displaystyle r_{s}}, is a nonparametric measure of rank correlation. It assesses how well the relationship between two variables can be described using a monotonic function. The Spearman correlation between two variables is equal to the Pearson correlation between the rank values of those two variables; while Pearson ...