Mercurial > hg > octave-lyh
diff 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 |
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--- a/scripts/statistics/base/spearman.m +++ b/scripts/statistics/base/spearman.m @@ -18,48 +18,64 @@ ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- -## @deftypefn {Function File} {} spearman (@var{x}, @var{y}) -## Compute Spearman's rank correlation coefficient @var{rho} for each of -## the variables specified by the input arguments. -## -## For matrices, each row is an observation and each column a variable; -## vectors are always observations and may be row or column vectors. -## -## @code{spearman (@var{x})} is equivalent to @code{spearman (@var{x}, -## @var{x})}. +## @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 of the ranks of @var{x} and @var{y}. +## 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) +function rho = spearman (x, y = []) if ((nargin < 1) || (nargin > 2)) print_usage (); endif + if (! (isnumeric (x) && isnumeric (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 (rows (x) == 1) x = x'; endif n = rows (x); if (nargin == 1) - rho = cor (ranks (x)); + rho = corrcoef (ranks (x)); else if (rows (y) == 1) y = y'; endif if (rows (y) != n) - error ("spearman: x and y must have the same number of observations"); + error ("spearman: X and Y must have the same number of observations"); endif - rho = cor (ranks (x), ranks (y)); + rho = corrcoef (ranks (x), ranks (y)); endif endfunction + +%% Test input validation +%!error spearman (); +%!error spearman (1, 2, 3); +%!error spearman ([true, true]); +%!error spearman (ones(1,2), [true, true]); +%!error spearman (ones (2,2,2)); +%!error spearman (ones (2,2), ones (2,2,2)); +%!error spearman (ones (2,2), ones (3,2));