import matplotlib.pyplot as plt
import numpy as np

r = 0.8

X = np.random.normal(size=100)
Y = r*X + np.sqrt(1-r**2)*np.random.normal(size=100)

ii = np.argsort(-X)
X[ii[0:5]] *= 3

cp = np.cov(X,Y)
cp = cp[0,1]/np.sqrt(cp[0,0]*cp[1,1])

XR = np.argsort(np.argsort(X))
YR = np.argsort(np.argsort(Y))

cr = np.cov(XR,YR)
cr = cr[0,1]/np.sqrt(cr[0,0]*cr[1,1])

plt.clf()
plt.figure(figsize=(4,3.8))
plt.axes([0.17,0.12,0.8,0.75])
plt.hold(True)
plt.plot(X, Y, 'o', color='orange')
plt.grid(True)
plt.title("Spearman correlation=%.2f\nPearson correlation=%.2f" % (cr,cp))
plt.xlabel("X", size=16)
plt.ylabel("Y", size=16)
plt.savefig("spearman_fig3.pdf")
plt.savefig("spearman_fig3.svg")