Mercurial > octave
view scripts/statistics/spearman.m @ 30997:5330efaf9476
Add optional second output to var and std (bug #62395)
* scripts/statistics/var.m: Add optional second output containing the mean
used to calculate the variance. Move weight isempty check ahead of vector
dimension isscalar check to avoid triggering incompatability error. Add BISTs
testing second output with different calling options. Add BIST testing empty
value passed as variance weight treated as zero. Add new output behavior to
docstring, and update function definitions to show the primary variable.
* scripts/statistics/std.m: Add passthrough for second output from var when
std called with two outputs. Add BISTs testing second output with different
calling options. Update docstring noting new output behavior.
* etc/NEWS.8.md: Note output changes to var and std under Matlab Compatability.
author | Nicholas R. Jankowski <jankowski.nicholas@gmail.com> |
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date | Thu, 12 May 2022 13:10:52 -0400 |
parents | 5d3faba0342e |
children | 597f3ee61a48 |
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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 {} {@var{rho} =} spearman (@var{x}) ## @deftypefnx {} {@var{rho} =} spearman (@var{x}, @var{y}) ## @cindex Spearman's Rho ## Compute Spearman's rank correlation coefficient ## @tex ## $\rho$. ## @end tex ## @ifnottex ## @var{rho}. ## @end ifnottex ## ## For two data vectors @var{x} and @var{y}, Spearman's ## @tex ## $\rho$ ## @end tex ## @ifnottex ## @var{rho} ## @end ifnottex ## is the correlation coefficient of the ranks of @var{x} and @var{y}. ## ## If @var{x} and @var{y} are drawn from independent distributions, ## @tex ## $\rho$ ## @end tex ## @ifnottex ## @var{rho} ## @end ifnottex ## has zero mean and variance ## @tex ## $1 / (N - 1)$, ## @end tex ## @ifnottex ## @code{1 / (N - 1)}, ## @end ifnottex ## where @math{N} is the length of the @var{x} and @var{y} vectors, and is ## asymptotically normally distributed. ## ## @code{spearman (@var{x})} is equivalent to ## @code{spearman (@var{x}, @var{x})}. ## @seealso{ranks, kendall} ## @end deftypefn function rho = spearman (x, y = []) if (nargin < 1) 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 <Invalid call> spearman () %!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))