The sense of Spearman is reversed

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The sense of Spearman is reversed #449642 03/27/15 06:21 03/27/15 06:21
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	Zorro's Spearman returns high values when input series is steadily decreasing and low values when input series is steadily increasing. Someone implemented it backwards. I think it's because series index is in reverse order. The correct implementation is something like Code: var d = ((Period - Idx[g_count] - 1) - g_count); sum += d * d;

Re: The sense of Spearman is reversed [Re: GPEngine] #449673 03/28/15 03:09 03/28/15 03:09
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	Alternatively you could implement sortIdx(..., reverse=true)

Re: The sense of Spearman is reversed [Re: GPEngine] #449771 03/31/15 08:01 03/31/15 08:01
Joined: Apr 2014 Posts: 482 Sydney, Australia B boatman Senior Member
boatman Senior Member B Joined: Apr 2014 Posts: 482 Sydney, Australia	That's really good to know GP! +1 for fixing this in the next release, or updating the manual to reflect. www.robotwealth.com

Re: The sense of Spearman is reversed [Re: boatman] #449774 03/31/15 09:15 03/31/15 09:15
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	Thanks for the info!

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