Spearman-rank-correlation-c++ Wiki
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Spearman's rank correlation coefficient or Spearman's rho, named after Charles Spearman and often denoted by the Greek letter {\displaystyle \rho } \rho (rho) or as {\displaystyle r_{s}} r_{s}, is a nonparametric measure of rank correlation (statistical dependence between the ranking of two variables). It assesses how well the relationship between two variables can be described using a monotonic function.