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Added Spearman p value

Open GregorySchwartz opened this issue 8 years ago • 1 comments

Unfortunately this changes the API, but I believe that a p-value should be reported with every correlation. This technique uses Student's t distribution, which is fine, but it would be neat to have exact p-values with small samples sizes as well (for the future).

GregorySchwartz avatar Jul 17 '17 17:07 GregorySchwartz

I changed this request a little -- it makes more sense to start from pearson, which has the same test, and go from there.

GregorySchwartz avatar Aug 11 '17 15:08 GregorySchwartz