Software rank correlations

Capabilities are available in risk assessment software for inducing rank correlations among variables with arbitrary parametric distributions (Warren-Hicks and Moore 1998 Vose 2000). Also see Vose for a discussion of the envelope method for handling dependencies. 

Slope and intercept with CIs are provided together with Spearman s rank correlation coefficient. A software program is required for the procedure. 

Partial ordering is useful as technique for rank correlation analysis, where a simple and transparent mapping of a correlation profile is possible. The principle described in this chapter is supported by the software named Po Correlation presented by Sorensen et al. (2005) and the content of this chapter is based on that paper. Non-commercial use of the software for research and education is free if reference is given to Sorensen et al., (2005) and can be made available by contacting the first author of this chapter. Two other software products exist for application of Partial... 

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