Learning machine learning? Try my machine learning flashcards or Machine Learning with Python Cookbook.

# Spearmans Rank Correlation

## Preliminaries

```
import numpy as np
import pandas as pd
import scipy.stats
```

## Create Data

```
# Create two lists of random values
x = [1,2,3,4,5,6,7,8,9]
y = [2,1,2,4.5,7,6.5,6,9,9.5]
```

## Calculate Spearman’s Rank Correlation

Spearman’s rank correlation is the Pearson’s correlation coefficient of the ranked version of the variables.

```
# Create a function that takes in x's and y's
def spearmans_rank_correlation(xs, ys):
# Calculate the rank of x's
xranks = pd.Series(xs).rank()
# Caclulate the ranking of the y's
yranks = pd.Series(ys).rank()
# Calculate Pearson's correlation coefficient on the ranked versions of the data
return scipy.stats.pearsonr(xranks, yranks)
```

```
# Run the function
spearmans_rank_correlation(x, y)[0]
```

```
0.90377360145618091
```

## Calculate Spearman’s Correlation Using SciPy

```
# Just to check our results, here it Spearman's using Scipy
scipy.stats.spearmanr(x, y)[0]
```

```
0.90377360145618102
```