Mercurial > octave
view scripts/statistics/base/spearman.m @ 12656:6b2f14af2360
Overhaul functions in statistics/base directory.
Widen input validation to accept logicals.
Return correct class of output, e.g., 'single' depending on class of input.
Correct or add tests for above.
* center.m, cov.m, kendall.m, mean.m, meansq.m, median.m, mode.m, prctile.m,
quantile.m, ranks.m, run_count.m, runlength.m, spearman.m, statistics.m,
std.m, var.m, logistic_inv.m: Overhaul as described above
* corrcoef.m: Overhaul + remove input validation already done by cov().
* cor.m, logit.m, ppplot.m, table.m: Only align test blocks.
* gls.m, ols.m: Only correct class of output, no logical inputs for regression.
* histc.m: Only change spacing of code to be uniform.
* iqr.m: Overhaul + 2X speedup by calling empirical_inv just once.
* kurtosis.m: Overhaul + replace repmat instances with center().
* mahalanobis.m: Overhaul + use bsxfun for centering data.
* moment.m: Overhaul + replace repmat instances with center().
* probit.m, range.m: Redo input validation and add tests.
* skewness.m: Overhaul + replace repmat instances with center().
* zscore.m: Overhaul + replace repmat instances with center() + use bsxfun.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Sat, 07 May 2011 14:52:08 -0700 |
parents | fd0a3ac60b0e |
children | cad4cba03f19 |
line wrap: on
line source
## Copyright (C) 1995-2011 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 = corrcoef (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 = corrcoef (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));