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Spearman

Spearman's rho: is there a monotone relationship between two variables?

Pearson on the mid-ranks rather than on the values, which is the whole definition: it answers whether the two rise and fall together, not whether they do so along a line, and a single outlier moves a rank by one place instead of moving a mean. The p-value is the Student approximation on n - 2 degrees of freedom at every sample size — scipy publishes no exact branch for spearmanr, so neither is offered here.

Members

Member	What it does
Spearman.Test	Correlates the ranks of two paired samples.
Spearman.Matrix	Correlates every pair of variables at once.