[R] spearman rank correlation problem

[Robert W. Baer, Ph.D.]

> Martin Maechler writes:
> It seems that this needs to be documented, since you are right,
> the    1 - 6 S(d^2) / (n^3 - n)    ( d = r1 - r2 ; r{12} := rank(x{12}) )
> formula is also in use as *definition* for Spearman's rank correlation.

Since this topic is here...

Although I seen the above formula in a couple of books, but I have never
seen a derivation.  Does anyone have a reference where it is derived
(apologies to math and statistics types for whom this must seem child's
play)?  Examining the derivation is probably the best way to understand the
effect of ties when using William Morgan's function for Spearman.

Rob Baer