[Scipy-tickets] [SciPy] #1852: Bug in spearmanr function to calculate correlation
SciPy Trac
scipy-tickets@scipy....
Tue Feb 26 06:29:20 CST 2013
#1852: Bug in spearmanr function to calculate correlation
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Reporter: damani | Owner: somebody
Type: defect | Status: closed
Priority: normal | Milestone: Unscheduled
Component: scipy.stats | Version: 0.11.0
Resolution: invalid | Keywords: spearmanr
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Changes (by warren.weckesser):
* keywords: => spearmanr
* resolution: => invalid
* status: new => closed
* component: Other => scipy.stats
Comment:
This is not a bug. As josef pointed out, in the example
spearmanr([1,2,3,4,5], [5,6,7,8,7]), there is a tie in the second set of
number (7 occurs twice). The value 0.825 comes from using the formula
that assumes there are no ties.
See the wikipedia article
http://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient; in
particular, note that there are two formulas given. The second, expressed
in terms of d_i = x_i - y_i, is only valid when there are no ties.
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Ticket URL: <http://projects.scipy.org/scipy/ticket/1852#comment:2>
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