Spearman-RHO

Spearman's rank correlation coefficient in NodeJS.

In statistics, Spearman's rank correlation coefficient (or Spearman's rho) is a nonparametric measure of statistical dependence between two variables.

It assesses how well the relationship between two variables can be described using a monotonic function. If there are no repeated data values, a perfect Spearman correlation of +1 or −1 occurs when each of the variables is a perfect monotone function of the other. (Wikipedia)

npm install spearman-rho --save

"use strict";

const Spearman = require('spearman-rho');

const x = [2.0, 3.0, 3.0, 5.0, 5.5, 8.0, 10.0, 10.0];
const y = [1.5, 1.5, 4.0, 3.0, 1.0, 5.0, 5.0, 9.5];

const spearman = new Spearman(x, y);
spearman.calc()
  .then(value => console.log(value))
  .catch(err => console.error(err));
// 0.6829268292682927