Applications

• Spearman rank coefficient

spearman_rank <- function(x, y) {
  n <- ifelse(length(x) == length(y), length(x),
                                  warning("x and y have different lengths"))
  r_i = rank(x)
  s_i = rank(y)
  d_i = r_i - s_i

  (6 * sum(d_i^2))/
    (n*(n^2-1))
}

x <- rnorm(n = 5)
y <- rnorm(n = 5)

spearman_rank(x,y)

## [1] 0.4