Mercurial > octave-nkf
annotate scripts/statistics/base/spearman.m @ 14336:34af9f9ff98b
Use Octave coding conventions (double-quote " in preference to single quote ')
* center.m, corr.m, cov.m, iqr.m, kendall.m, spearman.m, std.m, var.m:
Use Octave coding conventions (double-quote " in preference to single quote ')
author | Rik <octave@nomad.inbox5.com> |
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date | Sun, 05 Feb 2012 15:46:02 -0800 |
parents | 72c96de7a403 |
children | f3d52523cde1 |
rev | line source |
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1 ## Copyright (C) 1995-2012 Kurt Hornik |
3426 | 2 ## |
3922 | 3 ## This file is part of Octave. |
4 ## | |
5 ## Octave is free software; you can redistribute it and/or modify it | |
6 ## under the terms of the GNU General Public License as published by | |
7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
8 ## your option) any later version. | |
3426 | 9 ## |
3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
3200 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
3426 | 13 ## General Public License for more details. |
14 ## | |
3200 | 15 ## You should have received a copy of the GNU General Public License |
7016 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
3200 | 18 |
3453 | 19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {} spearman (@var{x}) |
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21 ## @deftypefnx {Function File} {} spearman (@var{x}, @var{y}) |
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22 ## @cindex Spearman's Rho |
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23 ## Compute Spearman's rank correlation coefficient @var{rho}. |
3200 | 24 ## |
3453 | 25 ## For two data vectors @var{x} and @var{y}, Spearman's @var{rho} is the |
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26 ## correlation coefficient of the ranks of @var{x} and @var{y}. |
3200 | 27 ## |
3453 | 28 ## If @var{x} and @var{y} are drawn from independent distributions, |
29 ## @var{rho} has zero mean and variance @code{1 / (n - 1)}, and is | |
30 ## asymptotically normally distributed. | |
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31 ## |
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32 ## @code{spearman (@var{x})} is equivalent to @code{spearman (@var{x}, |
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33 ## @var{x})}. |
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34 ## @seealso{ranks, kendall} |
3453 | 35 ## @end deftypefn |
3200 | 36 |
5428 | 37 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
3456 | 38 ## Description: Spearman's rank correlation rho |
3200 | 39 |
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40 function rho = spearman (x, y = []) |
3426 | 41 |
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42 if (nargin < 1 || nargin > 2) |
6046 | 43 print_usage (); |
3200 | 44 endif |
45 | |
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46 if ( ! (isnumeric (x) || islogical (x)) |
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47 || ! (isnumeric (y) || islogical (y))) |
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48 error ("spearman: X and Y must be numeric matrices or vectors"); |
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49 endif |
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50 |
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51 if (ndims (x) != 2 || ndims (y) != 2) |
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52 error ("spearman: X and Y must be 2-D matrices or vectors"); |
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53 endif |
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54 |
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55 if (isrow (x)) |
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56 x = x.'; |
3200 | 57 endif |
3426 | 58 |
3200 | 59 if (nargin == 1) |
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60 rho = corr (ranks (x)); |
3200 | 61 else |
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62 if (isrow (y)) |
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63 y = y.'; |
3200 | 64 endif |
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65 if (rows (x) != rows (y)) |
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66 error ("spearman: X and Y must have the same number of observations"); |
3200 | 67 endif |
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68 rho = corr (ranks (x), ranks (y)); |
3200 | 69 endif |
3426 | 70 |
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71 ## Restore class cleared by ranks |
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72 if (isa (x, "single") || isa (y, "single")) |
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73 rho = single (rho); |
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74 endif |
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75 |
3200 | 76 endfunction |
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77 |
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78 |
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79 %!test |
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80 %! x = 1:10; |
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81 %! y = exp (x); |
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82 %! assert (spearman (x,y), 1, 5*eps); |
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83 %! assert (spearman (x,-y), -1, 5*eps); |
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84 |
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85 %!assert(spearman ([1 2 3], [-1 1 -2]), -0.5, 5*eps) |
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86 |
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87 %% Test input validation |
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88 %!error spearman (); |
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89 %!error spearman (1, 2, 3); |
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90 %!error spearman (['A'; 'B']); |
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91 %!error spearman (ones(1,2), {1, 2}); |
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92 %!error spearman (ones (2,2,2)); |
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93 %!error spearman (ones (2,2), ones (2,2,2)); |
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94 %!error spearman (ones (2,2), ones (3,2)); |