Mercurial > octave-nkf
view scripts/statistics/base/spearman.m @ 20266:83792dd9bcc1
Use in-place operators in m-files where possible.
* scripts/audio/@audioplayer/set.m, scripts/audio/@audiorecorder/set.m,
scripts/audio/mu2lin.m, scripts/elfun/cosd.m, scripts/general/del2.m,
scripts/general/profexplore.m, scripts/general/quadl.m, scripts/general/rat.m,
scripts/general/rotdim.m, scripts/help/get_first_help_sentence.m,
scripts/help/private/__strip_html_tags__.m, scripts/image/cubehelix.m,
scripts/io/textread.m, scripts/linear-algebra/duplication_matrix.m,
scripts/linear-algebra/housh.m, scripts/linear-algebra/krylov.m,
scripts/linear-algebra/logm.m, scripts/linear-algebra/normest.m,
scripts/linear-algebra/onenormest.m, scripts/optimization/fminsearch.m,
scripts/optimization/lsqnonneg.m, scripts/optimization/qp.m,
scripts/plot/appearance/annotation.m, scripts/plot/appearance/axis.m,
scripts/plot/appearance/legend.m, scripts/plot/appearance/specular.m,
scripts/plot/draw/colorbar.m, scripts/plot/draw/hist.m,
scripts/plot/draw/plotmatrix.m, scripts/plot/draw/private/__stem__.m,
scripts/plot/util/__actual_axis_position__.m,
scripts/plot/util/__gnuplot_drawnow__.m, scripts/plot/util/findobj.m,
scripts/plot/util/print.m, scripts/plot/util/private/__go_draw_axes__.m,
scripts/plot/util/private/__print_parse_opts__.m, scripts/plot/util/rotate.m,
scripts/polynomial/pchip.m, scripts/polynomial/polyaffine.m,
scripts/polynomial/polyder.m, scripts/polynomial/private/__splinefit__.m,
scripts/polynomial/residue.m, scripts/signal/arch_fit.m,
scripts/signal/arch_rnd.m, scripts/signal/bartlett.m,
scripts/signal/blackman.m, scripts/signal/freqz.m, scripts/signal/hamming.m,
scripts/signal/hanning.m, scripts/signal/spectral_adf.m,
scripts/signal/spectral_xdf.m, scripts/signal/stft.m,
scripts/sparse/bicgstab.m, scripts/sparse/cgs.m,
scripts/sparse/private/__sprand_impl__.m, scripts/sparse/qmr.m,
scripts/sparse/sprandsym.m, scripts/sparse/svds.m, scripts/specfun/legendre.m,
scripts/special-matrix/gallery.m, scripts/statistics/base/gls.m,
scripts/statistics/models/logistic_regression.m,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/statistics/tests/manova.m, scripts/statistics/tests/wilcoxon_test.m,
scripts/time/datevec.m:
Use in-place operators in m-files where possible.
author | Rik <rik@octave.org> |
---|---|
date | Tue, 26 May 2015 21:07:42 -0700 |
parents | d9341b422488 |
children |
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## Copyright (C) 1995-2015 Kurt Hornik ## ## 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 ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} spearman (@var{x}) ## @deftypefnx {Function File} {} spearman (@var{x}, @var{y}) ## @cindex Spearman's Rho ## Compute Spearman's rank correlation coefficient @var{rho}. ## ## For two data vectors @var{x} and @var{y}, Spearman's @var{rho} is the ## correlation coefficient of the ranks of @var{x} and @var{y}. ## ## If @var{x} and @var{y} are drawn from independent distributions, @var{rho} ## has zero mean and variance @code{1 / (n - 1)}, and is asymptotically ## normally distributed. ## ## @code{spearman (@var{x})} is equivalent to ## @code{spearman (@var{x}, @var{x})}. ## @seealso{ranks, kendall} ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Spearman's rank correlation rho function rho = spearman (x, y = []) if (nargin < 1 || nargin > 2) print_usage (); endif if ( ! (isnumeric (x) || islogical (x)) || ! (isnumeric (y) || islogical (y))) error ("spearman: X and Y must be numeric matrices or vectors"); endif if (ndims (x) != 2 || ndims (y) != 2) error ("spearman: X and Y must be 2-D matrices or vectors"); endif if (isrow (x)) x = x.'; endif if (nargin == 1) rho = corr (ranks (x)); else if (isrow (y)) y = y.'; endif if (rows (x) != rows (y)) error ("spearman: X and Y must have the same number of observations"); endif rho = corr (ranks (x), ranks (y)); endif ## Restore class cleared by ranks if (isa (x, "single") || isa (y, "single")) rho = single (rho); endif endfunction %!test %! x = 1:10; %! y = exp (x); %! assert (spearman (x,y), 1, 5*eps); %! assert (spearman (x,-y), -1, 5*eps); %!assert (spearman ([1 2 3], [-1 1 -2]), -0.5, 5*eps) ## Test input validation %!error spearman () %!error spearman (1, 2, 3) %!error spearman (['A'; 'B']) %!error spearman (ones (1,2), {1, 2}) %!error spearman (ones (2,2,2)) %!error spearman (ones (2,2), ones (2,2,2)) %!error spearman (ones (2,2), ones (3,2))