SUBROUTINE SPCORR(X,Y,N,IWRITE,SPC) C C PURPOSE--THIS SUBROUTINE COMPUTES THE C SPEARMAN RANK CORRELATION COEFFICIENT C BETWEEN THE 2 SETS OF DATA IN THE INPUT VECTORS X AND Y. C THE SPEARMAN RANK CORRELATION COEFFICIENT WILL BE A C SINGLE PRECISION VALUE BETWEEN -1.0 AND 1.0 C (INCLUSIVELY). C INPUT ARGUMENTS--X = THE SINGLE PRECISION VECTOR OF C (UNSORTED OR SORTED) OBSERVATIONS C WHICH CONSTITUTE THE FIRST SET C OF DATA. C --Y = THE SINGLE PRECISION VECTOR OF C (UNSORTED OR SORTED) OBSERVATIONS C WHICH CONSTITUTE THE SECOND SET C OF DATA. C --N = THE INTEGER NUMBER OF OBSERVATIONS C IN THE VECTOR X, OR EQUIVALENTLY, C THE INTEGER NUMBER OF OBSERVATIONS C IN THE VECTOR Y. C --IWRITE = AN INTEGER FLAG CODE WHICH C (IF SET TO 0) WILL SUPPRESS C THE PRINTING OF THE C SPEARMAN RANK CORRELATION COEFFICIENT C AS IT IS COMPUTED; C OR (IF SET TO SOME INTEGER C VALUE NOT EQUAL TO 0), C LIKE, SAY, 1) WILL CAUSE C THE PRINTING OF THE C SPEARMAN CORRELATION COEFFICIENT C AT THE TIME IT IS COMPUTED. C OUTPUT ARGUMENTS--SPC = THE SINGLE PRECISION VALUE OF THE C COMPUTED SPEARMAN RANK CORRELATION C COEFFICIENT BETWEEN THE 2 SETS OF DATA C IN THE INPUT VECTORS X AND Y. C THIS SINGLE PRECISION VALUE C WILL BE BETWEEN -1.0 AND 1.0 C (INCLUSIVELY). C OUTPUT--THE COMPUTED SINGLE PRECISION VALUE OF THE C SPEARMAN RANK CORRELATION COEFFICIENT BETWEEN THE 2 SETS C OF DATA IN THE INPUT VECTORS X AND Y. C PRINTING--NONE, UNLESS IWRITE HAS BEEN SET TO A NON-ZERO C INTEGER, OR UNLESS AN INPUT ARGUMENT ERROR C CONDITION EXISTS. C RESTRICTIONS--THE MAXIMUM ALLOWABLE VALUE OF N C FOR THIS SUBROUTINE IS 7500. C OTHER DATAPAC SUBROUTINES NEEDED--RANK AND SORT. C FORTRAN LIBRARY SUBROUTINES NEEDED--NONE. C MODE OF INTERNAL OPERATIONS--SINGLE PRECISION. C LANGUAGE--ANSI FORTRAN. C REFERENCES--KENDALL AND STUART, THE ADVANCED THEORY OF C STATISTICS, VOLUME 2, EDITION 1, 1961, PAGES 476-477. C --SNEDECOR AND COCHRAN, STATISTICAL METHODS, C EDITION 6, 1967, PAGES 193-195. C --DIXON AND MASSEY, INTRODUCTION TO STATISTICAL C ANALYSIS, EDITION 2, 1957, PAGES 294-295. C --MOOD AND GRABLE, 'INTRODUCTION TO THE THEORY C OF STATISTICS, EDITION 2, 1963, PAGE 424. C WRITTEN BY--JAMES J. FILLIBEN C STATISTICAL ENGINEERING LABORATORY (205.03) C NATIONAL BUREAU OF STANDARDS C WASHINGTON, D. C. 20234 C PHONE: 301-921-2315 C ORIGINAL VERSION--JUNE 1972. C UPDATED --OCTOBER 1974. C UPDATED --JANUARY 1975. C UPDATED --SEPTEMBER 1975. C UPDATED --NOVEMBER 1975. C UPDATED --FEBRUARY 1976. C C--------------------------------------------------------------------- C DIMENSION X(1),Y(1) DIMENSION XR(7500),YR(7500) COMMON /BLOCK2/ WS(15000) EQUIVALENCE (XR(1),WS(1)),(YR(1),WS(7501)) C IPR=6 IUPPER=7500 C C CHECK THE INPUT ARGUMENTS FOR ERRORS C AN=N SPC=0.0 IFLAG=0 IF(N.LT.1.OR.N.GT.IUPPER)GOTO50 IF(N.EQ.1)GOTO55 HOLD=X(1) DO60I=2,N IF(X(I).NE.HOLD)GOTO65 60 CONTINUE WRITE(IPR, 9)HOLD IFLAG=1 65 HOLD=Y(1) DO70I=2,N IF(Y(I).NE.HOLD)GOTO80 70 CONTINUE WRITE(IPR,19)HOLD IFLAG=1 80 IF(IFLAG.EQ.1)RETURN GOTO90 50 WRITE(IPR,27)IUPPER WRITE(IPR,47)N RETURN 55 WRITE(IPR,28) RETURN 90 CONTINUE 9 FORMAT(1H ,108H***** NON-FATAL DIAGNOSTIC--THE FIRST INPUT ARGUME 1NT (A VECTOR) TO THE SPCORR SUBROUTINE HAS ALL ELEMENTS = ,E15.8,6 1H *****) 19 FORMAT(1H ,108H***** NON-FATAL DIAGNOSTIC--THE SECOND INPUT ARGUME 1NT (A VECTOR) TO THE SPCORR SUBROUTINE HAS ALL ELEMENTS = ,E15.8,6 1H *****) 27 FORMAT(' ***** FATAL ERROR--THE THIRD INPUT ARGUMENT TO THE SP', 1'CORR SUBROUTINE IS OUTSIDE THE ALLOWABLE (1,,I6,16H) INTERVAL *', 1'****') 28 FORMAT(1H ,100H***** NON-FATAL DIAGNOSTIC--THE THIRD INPUT ARGUME 1NT TO THE SPCORR SUBROUTINE HAS THE VALUE 1 *****) 47 FORMAT(1H , 35H***** THE VALUE OF THE ARGUMENT IS ,I8 ,6H *****) C C-----START POINT----------------------------------------------------- C CALL RANK(X,N,XR) CALL RANK(Y,N,YR) SUM=0.0 DO100I=1,N SUM=SUM+(XR(I)-YR(I))**2 100 CONTINUE SPC =1.0-(6.0*SUM/((AN-1.0)*AN*(AN+1.0))) C IF(IWRITE.NE.0)WRITE(IPR,105)N,SPC 105 FORMAT(1H ,59HTHE SPEARMAN RANK CORRELATION COEFFICIENT OF THE 2 S 1ETS OF ,I6,17H OBSERVATIONS IS ,F14.5) RETURN END