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

annotate scripts/statistics/base/spearman.m @ 11436:e151e23f73bc

Overhaul base statistics functions and documentation of same. Add or improve input validation. Add input validation tests. Add functional tests. Improve or re-write documentation strings.

author	Rik <octave@nomad.inbox5.com>
date	Mon, 03 Jan 2011 21:23:08 -0800
parents	a1dbe9d80eee
children	fd0a3ac60b0e

rev	line source
7017 a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007
a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe] jwe parents: 7016 diff changeset	2 ## Kurt Hornik
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	3 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	4 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	5 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	6 ## 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	7 ## 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	8 ## 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	9 ## your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	10 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	11 ## 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	12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	13 ## 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	14 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	15 ##
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	16 ## 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	17 ## 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	18 ## <http://www.gnu.org/licenses/>.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	19
3453 71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	20 ## -- texinfo --
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	21 ## @deftypefn {Function File} {} spearman (@var{x})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	22 ## @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	23 ## @cindex Spearman's Rho
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	24 ## Compute Spearman's rank correlation coefficient @var{rho}.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	25 ##
3453 71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	26 ## 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	27 ## 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	28 ##
3453 71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	29 ## 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	30 ## @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	31 ## asymptotically normally distributed.
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	32 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	33 ## @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	34 ## @var{x})}.
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	35 ## @seealso{ranks, kendall}
3453 71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe] jwe parents: 3426 diff changeset	36 ## @end deftypefn
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	37
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5307 diff changeset	38 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3453 diff changeset	39 ## Description: Spearman's rank correlation rho
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	40
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	41 function rho = spearman (x, y = [])
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	42
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	43 if ((nargin < 1) \|\| (nargin > 2))
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5428 diff changeset	44 print_usage ();
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	45 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	46
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	47 if (! (isnumeric (x) && isnumeric (y)))
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
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	55 if (rows (x) == 1)
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	56 x = x';
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	57 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	58 n = rows (x);
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	59
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	60 if (nargin == 1)
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	61 rho = corrcoef (ranks (x));
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	62 else
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	63 if (rows (y) == 1)
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	64 y = y';
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	65 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	66 if (rows (y) != n)
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	67 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	68 endif
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	69 rho = corrcoef (ranks (x), ranks (y));
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	70 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	71
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	72 endfunction
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	73
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	74 %% Test input validation
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	75 %!error spearman ();
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	76 %!error spearman (1, 2, 3);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	77 %!error spearman ([true, true]);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	78 %!error spearman (ones(1,2), [true, true]);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	79 %!error spearman (ones (2,2,2));
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	80 %!error spearman (ones (2,2), ones (2,2,2));
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	81 %!error spearman (ones (2,2), ones (3,2));

Mercurial > hg > octave-lyh

annotate scripts/statistics/base/spearman.m @ 11436:e151e23f73bc