Author: psteitz
Date: Sun Jun 21 02:22:09 2009
New Revision: 786940
URL: http://svn.apache.org/viewvc?rev=786940&view=rev
Log:
Added Spearman's correlation.
Modified:
commons/proper/math/trunk/src/site/xdoc/userguide/stat.xml
Modified: commons/proper/math/trunk/src/site/xdoc/userguide/stat.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/userguide/stat.xml?rev=786940&r1=786939&r2=786940&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/userguide/stat.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/userguide/stat.xml Sun Jun 21
02:22:09 2009
@@ -543,9 +543,11 @@
org.apache.commons.math.stat.correlation</a> package computes
covariances
and correlations for pairs of arrays or columns of a matrix.
<a
href="../apidocs/org/apache/commons/math/stat/correlation/Covariance.html">
- Covariance</a> computes covariances and
+ Covariance</a> computes covariances,
<a
href="../apidocs/org/apache/commons/math/stat/correlation/PearsonsCorrelation.html">
- PearsonsCorrelation</a> provides Pearson's Product-Moment
correlation coefficients.
+ PearsonsCorrelation</a> provides Pearson's Product-Moment
correlation coefficients and
+ <a
href="../apidocs/org/apache/commons/math/stat/correlation/SpearmansCorrelation.html">
+ SpearmansCorrelation</a> computes Spearman's rank correlation.
</p>
<p>
<strong>Implementation Notes</strong>
@@ -560,12 +562,19 @@
defaults to <code>true.</code>
</li>
<li>
- <a
href="../apidocs/org/apache/commons/math/stat/correlation/PearsonsCorrelation.html">
+ <a
href="../apidocs/org/apache/commons/math/stat/correlation/PearsonsCorrelation.html">
PearsonsCorrelation</a> computes correlations defined by the formula
<br></br>
<code>cor(X, Y) = sum[(x<sub>i</sub> - E(X))(y<sub>i</sub> - E(Y))]
/ [(n - 1)s(X)s(Y)]</code><br/>
where <code>E(X)</code> and <code>E(Y)</code> are means of
<code>X</code> and <code>Y</code>
and <code>s(X)</code>, <code>s(Y)</code> are standard deviations.
</li>
+ <li>
+ <a
href="../apidocs/org/apache/commons/math/stat/correlation/SpearmansCorrelation.html">
+ SpearmansCorrelation</a> applies a rank transformation to the input
data and computes Pearson's
+ correlation on the ranked data. The ranking algorithm is
configurable. By default,
+ <a
href="../apidocs/org/apache/commons/math/stat/ranking/NaturalRanking.html">
+ NaturalRanking</a> with default strategies for handling ties and NaN
values is used.
+ </li>
</ul>
</p>
<p>
@@ -657,6 +666,20 @@
between the two columns of data is significant at the 99% level.
</dd>
<br></br>
+ <dt><strong>Spearman's rank correlation coefficient</strong></dt>
+ <br></br>
+ <dd>To compute the Spearman's rank-moment correlation between two
double arrays
+ <code>x</code> and <code>y</code>:
+ <source>
+new SpearmansCorrelation().correlation(x, y)
+ </source>
+ This is equivalent to
+ <source>
+RankingAlgorithm ranking = new NaturalRanking();
+new PearsonsCorrelation().correlation(ranking.rank(x), ranking.rank(y))
+ </source>
+ </dd>
+ <br></br>
</dl>
</p>
</subsection>
