Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / nan-2.5.5 / spearman.m

diff --git a/octave_packages/nan-2.5.5/spearman.m b/octave_packages/nan-2.5.5/spearman.m
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+function r = spearman(x,y)
+% SPEARMAN Spearman's rank correlation coefficient.
+% This function is replaced by CORRCOEF. 
+% Significance test and confidence intervals can be obtained from CORRCOEF. 
+%
+% [R,p,ci1,ci2] = CORRCOEF(x, [y, ] 'Rank');
+%
+% For some (unknown) reason, in previous versions Spearman's rank correlation  
+%   r = corrcoef(ranks(x)). 
+% But according to [1], Spearman's correlation is defined as 
+%   r = 1-6*sum((ranks(x)-ranks(y)).^2)/(N*(N*N-1))
+% The results are different. Here, the later version is implemented. 
+%
+% see also: CORRCOEF, RANKCORR
+%
+% REFERENCES:
+% [1] http://mathworld.wolfram.com/SpearmanRankCorrelationCoefficient.html
+% [2] http://mathworld.wolfram.com/CorrelationCoefficient.html
+
+%    $Id: spearman.m 8223 2011-04-20 09:16:06Z schloegl $
+%    Copyright (C) 2000-2002 by Alois Schloegl <alois.schloegl@gmail.com>
+%    This function is part of the NaN-toolbox
+%       http://pub.ist.ac.at/~schloegl/matlab/NaN/
+
+%    This program 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.
+%
+%    This program 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 this program; If not, see <http://www.gnu.org/licenses/>.
+
+
+% warning('SPEARMAN might become obsolete; use CORRCOEF(...,''Spearman'') instead');
+
+if nargin < 2
+   r = corrcoef(x,'Spearman');
+else
+   r = corrcoef(x,y,'Spearman');
+end