SpearmanRho {measures}

Spearman's rho

Description

Defined as: Spearman's rho correlation between truth and response. Only looks at the order. See Rosset et al.: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.95.1398&rep=rep1&type=pdf.

Usage

SpearmanRho(truth, response)

Arguments

truth

[numeric] vector of true values

response

[numeric] vector of predicted values

Examples

n = 20
set.seed(123)
truth = rnorm(n)
response = rnorm(n)
SpearmanRho(truth, response)