X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fnan-2.5.5%2Fspearman.m;fp=octave_packages%2Fnan-2.5.5%2Fspearman.m;h=481e921e82942f679c651fd0267a1c53cdd6f2bf;hp=0000000000000000000000000000000000000000;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/nan-2.5.5/spearman.m b/octave_packages/nan-2.5.5/spearman.m new file mode 100644 index 0000000..481e921 --- /dev/null +++ b/octave_packages/nan-2.5.5/spearman.m @@ -0,0 +1,45 @@ +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 +% 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 . + + +% warning('SPEARMAN might become obsolete; use CORRCOEF(...,''Spearman'') instead'); + +if nargin < 2 + r = corrcoef(x,'Spearman'); +else + r = corrcoef(x,y,'Spearman'); +end