Spearman Rank Correlation

It calculates the Spearman rank correlation coefficient from 2 or more data sets, and the associated t-test and p-values. The code is adapted with major changes from the Numerical Recipes book (http://www.nr.com/)

Example:
>> x = [1 2 3 3 3]';
>> y = [1 2 2 4 3; rand(1,5)]';
>> [r,t,p] = spear(x,y)

>> [r,t,p]=spear(x,y)

r =

0.8250 -0.6000

t =

2.5285 -1.2990

p =

0.0855 0.2848