view scripts/statistics/ranks.m @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 363fb10055df
children 5d3faba0342e
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########################################################################
##
## Copyright (C) 1995-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave is free software: you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {} ranks (@var{x})
## @deftypefnx {} {} ranks (@var{x}, @var{dim})
## @deftypefnx {} {} ranks (@var{x}, @var{dim}, @var{rtype})
## Return the ranks (in the sense of order statistics) of @var{x} along the
## first non-singleton dimension adjusted for ties.
##
## If the optional @var{dim} argument is given, operate along this dimension.
##
## The optional parameter @var{rtype} determines how ties are handled.  All
## examples below assume an input of @code{[ 1, 2, 2, 4 ]}.
##
## @table @asis
## @item 0 or @qcode{"fractional"} (default) for fractional ranking (1, 2.5,
## 2.5, 4);
##
## @item 1 or @qcode{"competition"} for competition ranking (1, 2, 2, 4);
##
## @item 2 or @qcode{"modified"} for modified competition ranking (1, 3, 3, 4);
##
## @item 3 or @qcode{"ordinal"} for ordinal ranking (1, 2, 3, 4);
##
## @item 4 or @qcode{"dense"} for dense ranking (1, 2, 2, 3).
## @end table
##
## @seealso{spearman, kendall}
## @end deftypefn

function y = ranks (x, dim, rtype = 0)

  if (nargin < 1)
    print_usage ();
  endif

  if (! (isnumeric (x) || islogical (x)))
    error ("ranks: X must be a numeric vector or matrix");
  endif

  nd = ndims (x);
  sz = size (x);

  if (nargin < 2 || isempty (dim))
    ## Find the first non-singleton dimension.
    (dim = find (sz > 1, 1)) || (dim = 1);
  else
    if (! (isscalar (dim) && dim == fix (dim) && dim > 0))
      error ("ranks: DIM must be an integer and a valid dimension");
    endif
  endif

  if (sz(dim) == 1)
    y = ones (sz);  # dimension DIM is singleton, so all are ranked first.
  else
    ## The algorithm works only on dim = 1, so permute if necessary.
    ## FIXME: Most all functions now accept a dim argument.
    ##        Would it be faster not to permute and use the dim argument
    ##        to sort, find, cumsum, etc.?
    if (dim != 1)
      perm = [1 : nd];
      perm(1) = dim;
      perm(dim) = 1;
      x = permute (x, perm);
      sz = size (x);
    endif

    [sx, ids] = sort (x);  # sx is sorted x.
    lin = repmat ((1:rows (x))', [1, sz(2:end)]);  # linearly increasing array.

    switch (rtype)
      case {0, "fractional"};
        lin = (_competition (lin, sx, sz) + _modified (lin, sx, sz)) / 2;
      case {1, "competition"};
        lin = _competition (lin, sx, sz);
      case {2, "modified"};
        lin = _modified (lin, sx, sz);
      case {3, "ordinal"};
        ## no processing needed here.
      case {4, "dense"};
        lin = _dense (lin, sx, sz);
      otherwise
        if (! ischar (rtype))
          rtype = num2str (rtype);
        endif
        error ("ranks: unknown RTYPE '%s'", rtype);
    endswitch

    y = NaN (size (lin));

    ## Offsets to map indices into each column to indices into the linear array.
    ## FIXME: Would sub2ind be faster here?
    idf = zeros (sz);
    idf(1, :) = 0 : sz(1) : (numel (ids)-1);
    idf(:, :) = repmat (idf(1, :), [sz(1), ones(1,length(sz)-1)]);
    y(ids + idf) = lin;

    if (dim != 1)
      y = permute (y, perm);
    endif
  endif

endfunction

function linnew = _dense (lin, sx, sz)
  infvec = -Inf ([1, sz(2:end)]);
  fnewp = logical (diff ([infvec; sx]));
  linnew = cumsum (fnewp, 1);
endfunction

function linnew = _competition (lin, sx, sz)

  ## Stop increasing lin when sx does not increase.  Otherwise, same as before.
  infvec = -Inf ([1, sz(2:end)]);
  fnewp = find (diff ([infvec; sx]));
  linnew = zeros (size (lin));
  linnew(fnewp) = lin(fnewp);
  linnew = cummax (linnew, 1);

endfunction

function linnew = _modified (lin, sx, sz)

  ## Traverse lin backwards.  Stop decreasing it when sx doesn't decrease.
  infvec = Inf ([1, sz(2:end)]);
  fnewp = find (diff ([sx; infvec]));
  linnew = Inf (size (lin));
  linnew(fnewp) = lin(fnewp);
  linnew = flip (cummin (flip (linnew, 1)), 1);

endfunction


%!assert (ranks (1:2:10), 1:5)
%!assert (ranks (10:-2:1), 5:-1:1)
%!assert (ranks ([2, 1, 2, 4]), [2.5, 1, 2.5, 4])
%!assert (ranks (ones (1, 5)), 3*ones (1, 5))
%!assert (ranks (1e6*ones (1, 5)), 3*ones (1, 5))
%!assert (ranks (rand (1, 5), 1), ones (1, 5))

%!assert (ranks ([1, 2, 2, 4], [], "fractional"), [1, 2.5, 2.5, 4])
%!assert (ranks ([1, 2, 2, 4], [], "competition"), [1, 2, 2, 4])
%!assert (ranks ([1, 2, 2, 4], [], "modified"), [1, 3, 3, 4])
%!assert (ranks ([1, 2, 2, 4], [], "ordinal"), [1, 2, 3, 4])
%!assert (ranks ([1, 2, 2, 4], [], "dense"), [1, 2, 2, 3])

## Test input validation
%!error <Invalid call> ranks ()
%!error <X must be a numeric vector or matrix> ranks ({1, 2})
%!error <X must be a numeric vector or matrix> ranks (['A'; 'B'])
%!error <DIM must be an integer> ranks (1, 1.5)
%!error <DIM must be .* a valid dimension> ranks (1, 0)
%!error <unknown RTYPE 'foobar'> ranks (ones (2), 1, "foobar")