Meetup 5 Continuation: Correlation Trick

Click here for a video on the correlation trick

Click here to watch the last few slides of Meetup 5. We couldn’t quite finish all of the slides in this week’s meetup 5. I recorded a short video on the material we missed, which is a very useful window function called rank. The rank of your data points is invariant under monotone transformations and is the basis of the Spearman Correlation, which is a measure of correlation that holds even under nonlinear relationships.