NAG Library Manual, Mark 29.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G02BQF Example Program Results

 Number of variables (columns) =    3
 Number of cases     (rows)    =    9

 Data matrix is:-

            1           2           3
   1      1.7000      1.0000      0.5000
   2      2.8000      4.0000      3.0000
   3      0.6000      6.0000      2.5000
   4      1.8000      9.0000      6.0000
   5      0.9900      4.0000      2.5000
   6      1.4000      2.0000      5.5000
   7      1.8000      9.0000      7.5000
   8      2.5000      7.0000      0.0000
   9      0.9900      5.0000      3.0000

 Matrix of rank correlation coefficients:
 Upper triangle -- Spearman's
 Lower triangle -- Kendall's tau

            1           2           3
   1      1.0000      0.2246      0.1186
   2      0.0294      1.0000      0.3814
   3      0.1176      0.2353      1.0000