NYU and 
SICS.
Source code in perl follows. Clip source code from the web page and save to file spearman.
Use as is, however you like. No guarantees, no warranties :-)! No registration either, but if you send me your address improvements or fixes may be delivered when and if they appear here.
spearman < data
#!/usr/local/bin/perl
#$debug = 1;
#--------------------------------------------------------------
# Jussi Karlgren, jussi@sics.se
#--------------------------------------------------------------
# Calculates rank sum correlation between two columns of
# numerical data in a file entered on standard input.
# Use as is - no guarantees :-)
#--------------------------------------------------------------
# Change this to fit whatever set of columns
# you are studying. First column
# is 0. Many columns ( > 2) can be specified.
@columns = (0,1);
#--------------------------------------------------------------
# Read data.
# $line_number is the current line number; $column the current column.
# %score will hold the value for any combination of key and column.
# %individuals will hold a "1" for every line with a non-null value. If a line
# holds some nulls but at least one non-null value the nulls will be interpreted
# as zero values.
$line_number = 0;
while (<>) {
split;
foreach $column (@columns) {
if ($_[$column] ne "") {
$score{$column,$line_number} = $_[$column];
$individuals{$line_number} = 1;
}
}
$line_number++;
}
# backward way of seeing how many individuals had values.
@tmp_n = keys %individuals;
$n = $#tmp_n + 1;
foreach $column (@columns) {
$this_rank = 0;
# $individual will in turn contain the index of a cell to be studied in $column.
# each cycle, it will be put in $previous_index and the cell contents in $previous_score
foreach $individual (sort {$score{$column,$a} <=> $score{$column,$b}} keys %individuals) {
# Are the values equal?
# YES: Stack the individual in @stack of $duplicates and wait for a new value to show up.
# Well, except if we are at the first element, of course.
if ($this_rank > 0 && $score{$column,$individual} == $score{$column,$previous}) {
print STDERR "$column $individual -> st $score{$column,$individual} $score{$column,$previous} d $duplicates EQ!\n" if $debug;
$stack[$duplicates] = $previous;
$duplicates++;
# Are the values equal?
# NO: Pop the stack, and put the previous item into %rank.
} else {
# unroll the stack if necessary
if ($duplicates) {
$stack[$duplicates] = $previous;
$duplicates++;
# then calculate the average for the stack.
$rank_average = $this_rank - 1 - $#stack/2;
# foreach stacked duplicate value, put in the average rank.
$d = $duplicates;
foreach $double (@stack) {
print STDERR "$column $double -> $rank_average $score{$column,$double} UNSTACK\n" if $debug;
$rank{$column,$double} = $rank_average;
}
# empty the stack.
$duplicates = 0;
@stack = ();
} else {
# if no stack, put the previous rank into %rank
print STDERR "$column $previous -> $previous_rank $score{$column,$previous} INPUT!\n" if $debug;
$rank{$column,$previous} = $previous_rank;
}
}
# Put the current position and rank into memory for next iteration.
$previous = $individual;
$previous_rank = $this_rank;
$this_rank++;
}
# after the last element, are there any left on stack? (was the last element a duplicate?)
if ($duplicates) {
$stack[$duplicates] = $previous;
$duplicates++;
# then calculate the average for the stack.
$rank_average = $this_rank - 1 - $#stack/2;
# foreach stacked duplicate value, put in the average rank.
$d = $duplicates;
foreach $double (@stack) {
print STDERR "$column $double -> $rank_average $score{$column,$double} UNSTACK\n" if $debug;
$rank{$column,$double} = $rank_average;
}
# empty the stack.
$duplicates = 0;
@stack = ();
} else {
# if no stack, put the previous rank into %rank
print STDERR "$column $previous -> $previous_rank $score{$column,$previous} INPUT!\n" if $debug;
$rank{$column,$previous} = $previous_rank;
}
}
if ($debug) {
foreach $individual (sort {$a <=> $b} keys %individuals) {
print "$individual ";
foreach $column (@columns) {
print ">$rank{$column,$individual}:$score{$column,$individual}< ";
}
print "\n";
}
}
%score = ();
print " ";
foreach $column (@columns) {printf "%7d",$column;}
print "\n";
foreach $column (@columns) {
printf "%2d ",$column;
foreach $other_column (@columns) {
if ($column == $other_column) {
printf "%4d ",1;
} else {
$D2 = 0;
foreach $line (keys %individuals) {
$D2 += ($rank{$column,$line}-$rank{$other_column,$line})*($rank{$column,$line}-$rank{$other_column,$line});
}
$rs = 1-6*$D2/($n*($n*$n-1));
#j if (abs($rs)*sqrt($n) > 1.6449) {$s = "*";} else {$s = " "}
#j printf "%6.3f%s ", $rs, $s;
printf "%4.3f ", $rs;
}
}
print "\n";
}
exit(0);