OPTIONS CRT;
?
?  Rank Correlation Example
?  TSP 4.1C (October 1989)
?  Author: Clint Cummins
?
SMPL 1,100;  RANDOM A;  RANDOM B;
RANKCORR A B RHO;  PRINT RHO;
corr a b ;         ? Ordinary correlation coefficient.
?
PROC RANKCORR X Y RHO;
? Procedure RANKCORR computes the rank order correlation of 
? X and Y and returns it in RHO.
  RANK X R1;
  RANK Y R2;
  CORR(NOPRINT) R1 R2;
  SET RHO = @CORR(2,1);
ENDPROC RANKCORR;
?
PROC RANK X R;
? Procedure to put the rank order of X into R.
  COPY X XC;
  TREND ORD;
  SORT XC ORD;
  TREND R;
  SORT ORD R;
ENDPROC RANK;