octave-lyh: scripts/statistics/base/spearman.m annotate

annotate scripts/statistics/base/spearman.m @ 14554:69eec23c8b3d

allow kron to work for two diag matrix arguments (bug #35647) * kron.cc (dispatch_kron): Fix recursive call for case of two diagonal matrix objects as arguments. New tests.

author	John W. Eaton <jwe@octave.org>
date	Thu, 12 Apr 2012 14:01:39 -0400
parents	f3d52523cde1
children

rev	line source
14138 72c96de7a403 maint: update copyright notices for 2012 John W. Eaton <jwe@octave.org> parents: 12856 diff changeset	1 ## Copyright (C) 1995-2012 Kurt Hornik
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	2 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	3 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	4 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	5 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	6 ## under the terms of the GNU General Public License as published by
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	7 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	8 ## your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	9 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	10 ## Octave is distributed in the hope that it will be useful, but
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	13 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	14 ##
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	15 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	16 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	17 ## <http://www.gnu.org/licenses/>.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	18
3453 71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	19 ## -- texinfo --
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	20 ## @deftypefn {Function File} {} spearman (@var{x})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	21 ## @deftypefnx {Function File} {} spearman (@var{x}, @var{y})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	22 ## @cindex Spearman's Rho
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	23 ## Compute Spearman's rank correlation coefficient @var{rho}.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	24 ##
3453 71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	25 ## For two data vectors @var{x} and @var{y}, Spearman's @var{rho} is the
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	26 ## correlation coefficient of the ranks of @var{x} and @var{y}.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	27 ##
3453 71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	28 ## If @var{x} and @var{y} are drawn from independent distributions,
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	29 ## @var{rho} has zero mean and variance @code{1 / (n - 1)}, and is
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	30 ## asymptotically normally distributed.
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	31 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	32 ## @code{spearman (@var{x})} is equivalent to @code{spearman (@var{x},
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	33 ## @var{x})}.
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	34 ## @seealso{ranks, kendall}
3453 71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	35 ## @end deftypefn
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	36
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5307 diff changeset	37 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3453 diff changeset	38 ## Description: Spearman's rank correlation rho
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	39
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	40 function rho = spearman (x, y = [])
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	41
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	42 if (nargin < 1 \|\| nargin > 2)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5428 diff changeset	43 print_usage ();
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	44 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	45
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	46 if ( ! (isnumeric (x) \|\| islogical (x))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	47 \|\| ! (isnumeric (y) \|\| islogical (y)))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	48 error ("spearman: X and Y must be numeric matrices or vectors");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	49 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	50
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	51 if (ndims (x) != 2 \|\| ndims (y) != 2)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	52 error ("spearman: X and Y must be 2-D matrices or vectors");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	53 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	54
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	55 if (isrow (x))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	56 x = x.';
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	57 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	58
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	59 if (nargin == 1)
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: 12656 diff changeset	60 rho = corr (ranks (x));
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	61 else
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	62 if (isrow (y))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	63 y = y.';
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	64 endif
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	65 if (rows (x) != rows (y))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	66 error ("spearman: X and Y must have the same number of observations");
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	67 endif
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: 12656 diff changeset	68 rho = corr (ranks (x), ranks (y));
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	69 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	70
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	71 ## Restore class cleared by ranks
14336 34af9f9ff98b Use Octave coding conventions (double-quote " in preference to single quote ') Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	72 if (isa (x, "single") \|\| isa (y, "single"))
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	73 rho = single (rho);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	74 endif
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	75
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	76 endfunction
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	77
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	78
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	79 %!test
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	80 %! x = 1:10;
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	81 %! y = exp (x);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	82 %! assert (spearman (x,y), 1, 5*eps);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	83 %! assert (spearman (x,-y), -1, 5*eps);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	84
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	85 %!assert (spearman ([1 2 3], [-1 1 -2]), -0.5, 5*eps)
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	86
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	87 %% Test input validation
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	88 %!error spearman ()
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	89 %!error spearman (1, 2, 3)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	90 %!error spearman (['A'; 'B'])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	91 %!error spearman (ones (1,2), {1, 2})
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	92 %!error spearman (ones (2,2,2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	93 %!error spearman (ones (2,2), ones (2,2,2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	94 %!error spearman (ones (2,2), ones (3,2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	95

Mercurial > hg > octave-lyh

annotate scripts/statistics/base/spearman.m @ 14554:69eec23c8b3d