
A command that creates a (Spearman rankorder) Correlation object from every selected TableOfReal object. The correlations are calculated between columns.
The Spearman rankorder correlation coefficient r_{ij} between the elements of columns i and j is calculated as the linear correlation of the ranks:
r_{ij} = Σ_{k} (R_{ki}  R̄_{i}) (R_{kj}  R̄_{j}) / (√ (Σ_{k}(R_{ki}  R̄_{i})^{2}) √ (Σ_{k}(R_{kj}  R̄_{j})^{2})), 
where R_{mn} is the rank of element m in column n, and R̄_{n} is the mean of the ranks in column n.
© djmw, December 9, 2015