# Spearman's Rank Correlation Coefficient

Wiki - 2016-02-21

tests correlation non-parametric
From Wikipedia :

In statistics, Spearman's rank correlation coefficient or Spearman's rho, named after Charles Spearman and often denoted by the Greek letter ρ (rho) or as rs, is a nonparametric measure of statistical dependence between two variables.
It assesses how well the relationship between two variables can be described using a monotonic function. If there are no repeated data values, a perfect Spearman correlation of +1 or −1 occurs when each of the variables is a perfect monotone function of the other.

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