Spearman’s Rho test

Spearman’s Rho non-parametric trend test

Description

The code performs Spearman's rho test. It tests the null hypothesis of trend absence in the vector V, against the alternative of trend.
The result of the test is returned in Td = 1 indicates positive trend Td = -1 indicates negative trends, i.e., a rejection of the null hypothesis at the alpha significance level. Td = 0 indicates a failure to reject the null hypothesis at the alpha significance level.

• Required Products: Statistics Toolbox
• MATLAB release: MATLAB 7.5 (R2007b)

[Narine Manukyan]

Great code, works perfectly!
Thanks!

[Narine Manukyan]

I just realized there is a big bug in the code, if you try v= [1 2 3 4 5], you will get 0, while there is obviously a positive trend.

[Simone Fatichi]

I don’t think there is a bug in the code, if you give perfectly ranked data: [1 2 3 4 5], the code is simply not able to calculate the significance of the test, because rho is exactly equal to one. I would rather say that a warning message is missing for the rare case of a perfectly ranked time series.