/usr/share/octave/packages/nan-2.8.1/rankcorr.m is in octave-nan 2.8.1-1ubuntu2.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 | function r = rankcorr(X,Y)
% RANKCORR calculated the rank correlation coefficient.
% This function is replaced by CORRCOEF.
% Significance test and confidence intervals can be obtained from CORRCOEF, too.
%
% R = CORRCOEF(X, [Y, ] 'Rank');
%
% The rank correlation r = corrcoef(ranks(x)).
% is often confused with Spearman's rank correlation.
% Spearman's correlation is defined as
% r(x,y) = 1-6*sum((ranks(x)-ranks(y)).^2)/(N*(N*N-1))
% The results are different. Here, the former version is implemented.
%
% see also: CORRCOEF, SPEARMAN, RANKS
%
% REFERENCES:
% [1] http://mathworld.wolfram.com/SpearmanRankCorrelationCoefficient.html
% [2] http://mathworld.wolfram.com/CorrelationCoefficient.html
% $Id: rankcorr.m 8223 2011-04-20 09:16:06Z schloegl $
% Copyright (C) 2000-2003 by Alois Schloegl <alois.schloegl@gmail.com>
% This function is part of the NaN-toolbox
% http://pub.ist.ac.at/~schloegl/matlab/NaN/
% This program is free software; you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation; either version 2 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program; If not, see <http://www.gnu.org/licenses/>.
% warning('RANKCORR might become obsolete; use CORRCOEF(ranks(x)) or CORRCOEF(...,''Rank'') instead');
if nargin < 2
r = corrcoef(ranks(X));
else
r = corrcoef(ranks(X),ranks(Y));
end
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