A command that creates a (Spearman rank-order) Correlation object from every selected TableOfReal object. The correlations are calculated between columns.

Algorithm

The Spearman rank-order correlation coefficient r_ij between the elements of columns i and j is calculated as the linear correlation of the ranks:

where R_mn is the rank of element m in column n, and Rmean_n is the mean of the ranks in column n.