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Plot best-fit Spearman rank correlation curve

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David
David on 14 Feb 2019
Answered: Jeff Miller on 12 Dec 2020
Dear Matlab community,
I'm evaluating one-variable Spearman rank correlation, simply by invoking:
[rho, pval] = corr(x, y, 'type', 'Spearman');
which works all fine. However, I now thought I'd like to plot my points as a scatter plot, overlaid with the rank correlation best-fit that gives the rho and pval from above. I.e:
plot(x,y,'o')
and then a line representing the Spearman rank best-fit. However I seem to fail in understanding how to get this line or equation.
It might be a newbie statistics question, but does anyone know how I could get this line?
Thanks

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Answers (2)

Anwar S
Anwar S on 12 Dec 2020
Please check the function:
corrplot

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Jeff Miller
Jeff Miller on 12 Dec 2020
Tricky question, because the whole point of the Spearman correlation is that the x/y relationship might be nonlinear. Maybe use loess? You might find the discussion here helpful.

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