0
$\begingroup$

I asked a question exactly like this a while ago, so I do not know if it is appropriate to ask pretty much the same question with a single tweak.

For the record, my first question is In an N-dimensional space filled with points, systematically find the closest point to a specified point

Now I would like to use spearmans correlation rather than using euclidean distance. (http://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient)

I tried using my method that I described in my other question with the spearmans correlation. I generated a random list of 10 points and then an extra point to compare with. I did the analysis on this set and I got this data:

Spearmans Correlated Rank: Program rank

1:2

2:5

3:7

4:9

5:1

6:3

7:6

8:8

9:4

10:10

which shows that my method will not work at all. Is there a suggested way of going about this with spearmans correlation?

1 Answers 1

0

If I understand correctly, Spearman rank correlation depends solely on Euclidean distance between rank vectors. Therefore, you can simply apply your nearest-point subroutine to the "ranked" versions of each point.

Similarly, it's also possible to get maximize Pearson correlation by pre-normalizing all your points down to mean $0$ and constant variance.