Function rgsl::statistics::spearman

pub fn spearman(data1: &[f64], stride1: usize, data2: &[f64], stride2: usize, n: usize, work: &mut [f64]) -> f64

This function computes the Spearman rank correlation coefficient between the datasets data1 and data2 which must both be of the same length n. Additional workspace of size 2*n is required in work. The Spearman rank correlation between vectors x and y is equivalent to the Pearson correlation between the ranked vectors x_R and y_R, where ranks are defined to be the average of the positions of an element in the ascending order of the values.