X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;ds=sidebyside;f=octave_packages%2Fm%2Fstatistics%2Fbase%2Fspearman.m;fp=octave_packages%2Fm%2Fstatistics%2Fbase%2Fspearman.m;h=b01285c8c0e465f285a26003ba030dddb8345bd6;hb=1c0469ada9531828709108a4882a751d2816994a;hp=0000000000000000000000000000000000000000;hpb=63de9f36673d49121015e3695f2c336ea92bc278;p=CreaPhase.git diff --git a/octave_packages/m/statistics/base/spearman.m b/octave_packages/m/statistics/base/spearman.m new file mode 100644 index 0000000..b01285c --- /dev/null +++ b/octave_packages/m/statistics/base/spearman.m @@ -0,0 +1,94 @@ +## Copyright (C) 1995-2012 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 +## . + +## -*- 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 +## 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));