update packages

[CreaPhase.git] / octave_packages / m / statistics / base / spearman.m

diff --git a/octave_packages/m/statistics/base/spearman.m b/octave_packages/m/statistics/base/spearman.m
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+## 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
+## <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 = 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));