view scripts/statistics/spearman.m @ 30875:5d3faba0342e

doc: Ensure documentation lists output argument when it exists for all m-files. For new users of Octave it is best to show explicit calling forms in the documentation and to show a return argument when it exists. * bp-table.cc, shift.m, accumarray.m, accumdim.m, bincoeff.m, bitcmp.m, bitget.m, bitset.m, blkdiag.m, celldisp.m, cplxpair.m, dblquad.m, flip.m, fliplr.m, flipud.m, idivide.m, int2str.m, interpft.m, logspace.m, num2str.m, polyarea.m, postpad.m, prepad.m, randi.m, repmat.m, rng.m, rot90.m, rotdim.m, structfun.m, triplequad.m, uibuttongroup.m, uicontrol.m, uipanel.m, uipushtool.m, uitoggletool.m, uitoolbar.m, waitforbuttonpress.m, help.m, __additional_help_message__.m, hsv.m, im2double.m, im2frame.m, javachk.m, usejava.m, argnames.m, char.m, formula.m, inline.m, __vectorize__.m, findstr.m, flipdim.m, strmatch.m, vectorize.m, commutation_matrix.m, cond.m, cross.m, duplication_matrix.m, expm.m, orth.m, rank.m, rref.m, trace.m, vech.m, cast.m, compare_versions.m, delete.m, dir.m, fileattrib.m, grabcode.m, gunzip.m, inputname.m, license.m, list_primes.m, ls.m, mexext.m, movefile.m, namelengthmax.m, nargoutchk.m, nthargout.m, substruct.m, swapbytes.m, ver.m, verLessThan.m, what.m, fminunc.m, fsolve.m, fzero.m, optimget.m, __fdjac__.m, matlabroot.m, savepath.m, campos.m, camroll.m, camtarget.m, camup.m, camva.m, camzoom.m, clabel.m, diffuse.m, legend.m, orient.m, rticks.m, specular.m, thetaticks.m, xlim.m, xtickangle.m, xticklabels.m, xticks.m, ylim.m, ytickangle.m, yticklabels.m, yticks.m, zlim.m, ztickangle.m, zticklabels.m, zticks.m, ellipsoid.m, isocolors.m, isonormals.m, stairs.m, surfnorm.m, __actual_axis_position__.m, __pltopt__.m, close.m, graphics_toolkit.m, pan.m, print.m, printd.m, __ghostscript__.m, __gnuplot_print__.m, __opengl_print__.m, rotate3d.m, subplot.m, zoom.m, compan.m, conv.m, poly.m, polyaffine.m, polyder.m, polyint.m, polyout.m, polyreduce.m, polyvalm.m, roots.m, prefdir.m, prefsfile.m, profexplore.m, profexport.m, profshow.m, powerset.m, unique.m, arch_rnd.m, arma_rnd.m, autoreg_matrix.m, bartlett.m, blackman.m, detrend.m, durbinlevinson.m, fftconv.m, fftfilt.m, fftshift.m, fractdiff.m, hamming.m, hanning.m, hurst.m, ifftshift.m, rectangle_lw.m, rectangle_sw.m, triangle_lw.m, sinc.m, sinetone.m, sinewave.m, spectral_adf.m, spectral_xdf.m, spencer.m, ilu.m, __sprand__.m, sprand.m, sprandn.m, sprandsym.m, treelayout.m, beta.m, betainc.m, betaincinv.m, betaln.m, cosint.m, expint.m, factorial.m, gammainc.m, gammaincinv.m, lcm.m, nthroot.m, perms.m, reallog.m, realpow.m, realsqrt.m, sinint.m, hadamard.m, hankel.m, hilb.m, invhilb.m, magic.m, pascal.m, rosser.m, toeplitz.m, vander.m, wilkinson.m, center.m, corr.m, cov.m, discrete_cdf.m, discrete_inv.m, discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m, empirical_pdf.m, empirical_rnd.m, kendall.m, kurtosis.m, mad.m, mean.m, meansq.m, median.m, mode.m, moment.m, range.m, ranks.m, run_count.m, skewness.m, spearman.m, statistics.m, std.m, base2dec.m, bin2dec.m, blanks.m, cstrcat.m, deblank.m, dec2base.m, dec2bin.m, dec2hex.m, hex2dec.m, index.m, regexptranslate.m, rindex.m, strcat.m, strjust.m, strtrim.m, strtrunc.m, substr.m, untabify.m, __have_feature__.m, __prog_output_assert__.m, __run_test_suite__.m, example.m, fail.m, asctime.m, calendar.m, ctime.m, date.m, etime.m: Add return arguments to @deftypefn macros where they were missing. Rename variables in functions (particularly generic "retval") to match documentation. Rename some return variables for (hopefully) better clarity (e.g., 'ax' to 'hax' to indicate it is a graphics handle to an axes object).
author Rik <rik@octave.org>
date Wed, 30 Mar 2022 20:40:27 -0700
parents 796f54d4ddbf
children 597f3ee61a48
line wrap: on
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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))