[SciPy-user] rewriting stats.spearmanr

Pierre GM pgmdevlist@gmail....
Sun Jan 4 18:17:54 CST 2009


On Jan 3, 2009, at 12:29 AM, josef.pktd@gmail.com wrote:

> spearmanr in scipy.stats does not handle ties correctly.
>
>    comparison to stats.mstats.spearmanr
>    * both have correct tie handling
>    * mstats.spearmanr
>      - ravels if more than 1 variable per array
>      - calculates only one correlation coefficient, no correlation  
> matrix
>      - uses masked arrays

Josef,
Please feel free to modify mstats.spermanr to match your new  
implementation (especially the correlation matrix).
In any case, the two functions should have the same signature and  
output the same results for arrays w/o missing values.





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