Spearman cor test

[mapi1]

This PR adds the SpearmanCorrelationTest as suggested in #236. For the confidence interval I took inspiration from this StackExchange thread and used the suggested variance estimator to counter the non-normal distribution of the ranks. Unfortunately, I could not really add meaningful tests for it as R's cor.test does not give the intervals for Spearman correlation and uses another algorithm to calculate the p-value as well. Maybe someone has an idea here or knows a tool that can calculate this already correctly.

[codecov-commenter]

Codecov Report

Patch coverage: 100.00% and project coverage change: +0.06 :tada:

Comparison is base (932eaac) 93.75% compared to head (8869900) 93.81%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #304      +/-   ##
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+ Coverage   93.75%   93.81%   +0.06%     
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  Files          28       28              
  Lines        1729     1746      +17     
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+ Hits         1621     1638      +17     
  Misses        108      108              

Impacted Files	Coverage Δ
src/correlation.jl	100.00% <100.00%> (ø)

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[mapi1]

Thanks for your detailed review! I tried to incorporate it as suggested.

I used the spearmanCI R library to get values for the CIs for testing. They suffer from the same problem as the p value, as they have a low number of matching significant digits. I still wrote the tests as a form of documentation and also added tests to compare against the vales we return to catch feature changes/bugs etc.

Also mention now the ordinal data as it is the main message of the Ruscio paper (Now added to docstring).

[3f6a]

Hello, how is this different from https://github.com/JuliaStats/HypothesisTests.jl/pull/53 ?

[dpinol]

@mapi1 thanks for the PR. Do you foresee you'll have the opportunity to move it forward? cheers

[AuRobinson]

I mentioned a temporary solution in #213.

Forgot to mention that I ignore the confidence interval CorrelationTest gives.

Validated by comparing results from corspearman and SPSS.