Mercurial > octave
view scripts/statistics/spearman.m @ 31235:b542b88ad3b6
maint: Use space between function name and '(' in sparse-xpow.cc.
* sparse-xpow.cc: Use space between function name and '(' in sparse-xpow.cc.
author | Rik <rik@octave.org> |
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date | Tue, 20 Sep 2022 14:43:56 -0700 |
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))