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java.lang.Objectorg.apache.commons.math.stat.correlation.SpearmansCorrelation
public class SpearmansCorrelation
Spearman's rank correlation. This implementation performs a rank
transformation on the input data and then computes PearsonsCorrelation
on the ranked data.
By default, ranks are computed using NaturalRanking
with default
strategies for handling NaNs and ties in the data (NaNs maximal, ties averaged).
The ranking algorithm can be set using a constructor argument.
Field Summary | |
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private RealMatrix |
data
Input data |
private PearsonsCorrelation |
rankCorrelation
Rank correlation |
private RankingAlgorithm |
rankingAlgorithm
Ranking algorithm |
Constructor Summary | |
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SpearmansCorrelation()
Create a SpearmansCorrelation without data. |
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SpearmansCorrelation(RealMatrix dataMatrix)
Create a SpearmansCorrelation from the given data matrix. |
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SpearmansCorrelation(RealMatrix dataMatrix,
RankingAlgorithm rankingAlgorithm)
Create a SpearmansCorrelation with the given input data matrix and ranking algorithm. |
Method Summary | |
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RealMatrix |
computeCorrelationMatrix(double[][] matrix)
Computes the Spearman's rank correlation matrix for the columns of the input rectangular array. |
RealMatrix |
computeCorrelationMatrix(RealMatrix matrix)
Computes the Spearman's rank correlation matrix for the columns of the input matrix. |
double |
correlation(double[] xArray,
double[] yArray)
Computes the Spearman's rank correlation coefficient between the two arrays. |
RealMatrix |
getCorrelationMatrix()
Calculate the Spearman Rank Correlation Matrix. |
PearsonsCorrelation |
getRankCorrelation()
Returns a PearsonsCorrelation instance constructed from the
ranked input data. |
private void |
rankTransform(RealMatrix matrix)
Applies rank transform to each of the columns of matrix
using the current rankingAlgorithm |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private final RealMatrix data
private final RankingAlgorithm rankingAlgorithm
private final PearsonsCorrelation rankCorrelation
Constructor Detail |
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public SpearmansCorrelation(RealMatrix dataMatrix, RankingAlgorithm rankingAlgorithm)
dataMatrix
- matrix of data with columns representing
variables to correlaterankingAlgorithm
- ranking algorithmpublic SpearmansCorrelation(RealMatrix dataMatrix)
dataMatrix
- matrix of data with columns representing
variables to correlatepublic SpearmansCorrelation()
Method Detail |
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public RealMatrix getCorrelationMatrix()
public PearsonsCorrelation getRankCorrelation()
PearsonsCorrelation
instance constructed from the
ranked input data. That is,
new SpearmansCorrelation(matrix).getRankCorrelation()
is equivalent to
new PearsonsCorrelation(rankTransform(matrix))
where
rankTransform(matrix)
is the result of applying the
configured RankingAlgorithm
to each of the columns of
matrix.
public RealMatrix computeCorrelationMatrix(RealMatrix matrix)
matrix
- matrix with columns representing variables to correlate
public RealMatrix computeCorrelationMatrix(double[][] matrix)
matrix
- matrix with columns representing variables to correlate
public double correlation(double[] xArray, double[] yArray) throws IllegalArgumentException
xArray
- first data arrayyArray
- second data array
IllegalArgumentException
- if the arrays lengths do not match or
there is insufficient dataprivate void rankTransform(RealMatrix matrix)
matrix
using the current rankingAlgorithm
matrix
- matrix to transform
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