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| <div class="subTitle">org.apache.commons.math3.stat.correlation</div> |
| <h2 title="Class SpearmansCorrelation" class="title">Class SpearmansCorrelation</h2> |
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| <li>org.apache.commons.math3.stat.correlation.SpearmansCorrelation</li> |
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| <pre>public class <span class="strong">SpearmansCorrelation</span> |
| extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></pre> |
| <div class="block">Spearman's rank correlation. This implementation performs a rank |
| transformation on the input data and then computes <a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation"><code>PearsonsCorrelation</code></a> |
| on the ranked data. |
| <p> |
| By default, ranks are computed using <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaturalRanking.html" title="class in org.apache.commons.math3.stat.ranking"><code>NaturalRanking</code></a> 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.</div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>2.0</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: SpearmansCorrelation.java 1461822 2013-03-27 19:44:22Z tn $</dd></dl> |
| </li> |
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| <h3>Constructor Summary</h3> |
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| <caption><span>Constructors</span><span class="tabEnd"> </span></caption> |
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| <th class="colOne" scope="col">Constructor and Description</th> |
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| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#SpearmansCorrelation()">SpearmansCorrelation</a></strong>()</code> |
| <div class="block">Create a SpearmansCorrelation without data.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#SpearmansCorrelation(org.apache.commons.math3.stat.ranking.RankingAlgorithm)">SpearmansCorrelation</a></strong>(<a href="../../../../../../org/apache/commons/math3/stat/ranking/RankingAlgorithm.html" title="interface in org.apache.commons.math3.stat.ranking">RankingAlgorithm</a> rankingAlgorithm)</code> |
| <div class="block">Create a SpearmansCorrelation with the given ranking algorithm.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#SpearmansCorrelation(org.apache.commons.math3.linear.RealMatrix)">SpearmansCorrelation</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> dataMatrix)</code> |
| <div class="block">Create a SpearmansCorrelation from the given data matrix.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#SpearmansCorrelation(org.apache.commons.math3.linear.RealMatrix, org.apache.commons.math3.stat.ranking.RankingAlgorithm)">SpearmansCorrelation</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> dataMatrix, |
| <a href="../../../../../../org/apache/commons/math3/stat/ranking/RankingAlgorithm.html" title="interface in org.apache.commons.math3.stat.ranking">RankingAlgorithm</a> rankingAlgorithm)</code> |
| <div class="block">Create a SpearmansCorrelation with the given input data matrix |
| and ranking algorithm.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
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| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Method and Description</th> |
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| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#computeCorrelationMatrix(double[][])">computeCorrelationMatrix</a></strong>(double[][] matrix)</code> |
| <div class="block">Computes the Spearman's rank correlation matrix for the columns of the |
| input rectangular array.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#computeCorrelationMatrix(org.apache.commons.math3.linear.RealMatrix)">computeCorrelationMatrix</a></strong>(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix)</code> |
| <div class="block">Computes the Spearman's rank correlation matrix for the columns of the |
| input matrix.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#correlation(double[], double[])">correlation</a></strong>(double[] xArray, |
| double[] yArray)</code> |
| <div class="block">Computes the Spearman's rank correlation coefficient between the two arrays.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#getCorrelationMatrix()">getCorrelationMatrix</a></strong>()</code> |
| <div class="block">Calculate the Spearman Rank Correlation Matrix.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation">PearsonsCorrelation</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/SpearmansCorrelation.html#getRankCorrelation()">getRankCorrelation</a></strong>()</code> |
| <div class="block">Returns a <a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation"><code>PearsonsCorrelation</code></a> instance constructed from the |
| ranked input data.</div> |
| </td> |
| </tr> |
| </table> |
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| <h3>Methods inherited from class java.lang.<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></h3> |
| <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li> |
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| <!-- ========= CONSTRUCTOR DETAIL ======== --> |
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| <li class="blockList"><a name="constructor_detail"> |
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| </a> |
| <h3>Constructor Detail</h3> |
| <a name="SpearmansCorrelation()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>SpearmansCorrelation</h4> |
| <pre>public SpearmansCorrelation()</pre> |
| <div class="block">Create a SpearmansCorrelation without data.</div> |
| </li> |
| </ul> |
| <a name="SpearmansCorrelation(org.apache.commons.math3.stat.ranking.RankingAlgorithm)"> |
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| </a> |
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| <h4>SpearmansCorrelation</h4> |
| <pre>public SpearmansCorrelation(<a href="../../../../../../org/apache/commons/math3/stat/ranking/RankingAlgorithm.html" title="interface in org.apache.commons.math3.stat.ranking">RankingAlgorithm</a> rankingAlgorithm)</pre> |
| <div class="block">Create a SpearmansCorrelation with the given ranking algorithm. |
| <p> |
| From version 4.0 onwards this constructor will throw an exception |
| if the provided <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaturalRanking.html" title="class in org.apache.commons.math3.stat.ranking"><code>NaturalRanking</code></a> uses a <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaNStrategy.html#REMOVED"><code>NaNStrategy.REMOVED</code></a> strategy.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>rankingAlgorithm</code> - ranking algorithm</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="SpearmansCorrelation(org.apache.commons.math3.linear.RealMatrix)"> |
| <!-- --> |
| </a> |
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| <h4>SpearmansCorrelation</h4> |
| <pre>public SpearmansCorrelation(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> dataMatrix)</pre> |
| <div class="block">Create a SpearmansCorrelation from the given data matrix.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>dataMatrix</code> - matrix of data with columns representing |
| variables to correlate</dd></dl> |
| </li> |
| </ul> |
| <a name="SpearmansCorrelation(org.apache.commons.math3.linear.RealMatrix, org.apache.commons.math3.stat.ranking.RankingAlgorithm)"> |
| <!-- --> |
| </a> |
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| <h4>SpearmansCorrelation</h4> |
| <pre>public SpearmansCorrelation(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> dataMatrix, |
| <a href="../../../../../../org/apache/commons/math3/stat/ranking/RankingAlgorithm.html" title="interface in org.apache.commons.math3.stat.ranking">RankingAlgorithm</a> rankingAlgorithm)</pre> |
| <div class="block">Create a SpearmansCorrelation with the given input data matrix |
| and ranking algorithm. |
| <p> |
| From version 4.0 onwards this constructor will throw an exception |
| if the provided <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaturalRanking.html" title="class in org.apache.commons.math3.stat.ranking"><code>NaturalRanking</code></a> uses a <a href="../../../../../../org/apache/commons/math3/stat/ranking/NaNStrategy.html#REMOVED"><code>NaNStrategy.REMOVED</code></a> strategy.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>dataMatrix</code> - matrix of data with columns representing |
| variables to correlate</dd><dd><code>rankingAlgorithm</code> - ranking algorithm</dd></dl> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| <!-- ============ METHOD DETAIL ========== --> |
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| <li class="blockList"><a name="method_detail"> |
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| <h3>Method Detail</h3> |
| <a name="getCorrelationMatrix()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getCorrelationMatrix</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getCorrelationMatrix()</pre> |
| <div class="block">Calculate the Spearman Rank Correlation Matrix.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>Spearman Rank Correlation Matrix</dd></dl> |
| </li> |
| </ul> |
| <a name="getRankCorrelation()"> |
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| </a> |
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| <h4>getRankCorrelation</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation">PearsonsCorrelation</a> getRankCorrelation()</pre> |
| <div class="block">Returns a <a href="../../../../../../org/apache/commons/math3/stat/correlation/PearsonsCorrelation.html" title="class in org.apache.commons.math3.stat.correlation"><code>PearsonsCorrelation</code></a> instance constructed from the |
| ranked input data. That is, |
| <code>new SpearmansCorrelation(matrix).getRankCorrelation()</code> |
| is equivalent to |
| <code>new PearsonsCorrelation(rankTransform(matrix))</code> where |
| <code>rankTransform(matrix)</code> is the result of applying the |
| configured <code>RankingAlgorithm</code> to each of the columns of |
| <code>matrix.</code></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>PearsonsCorrelation among ranked column data</dd></dl> |
| </li> |
| </ul> |
| <a name="computeCorrelationMatrix(org.apache.commons.math3.linear.RealMatrix)"> |
| <!-- --> |
| </a> |
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| <h4>computeCorrelationMatrix</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> computeCorrelationMatrix(<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix)</pre> |
| <div class="block">Computes the Spearman's rank correlation matrix for the columns of the |
| input matrix.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - matrix with columns representing variables to correlate</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>correlation matrix</dd></dl> |
| </li> |
| </ul> |
| <a name="computeCorrelationMatrix(double[][])"> |
| <!-- --> |
| </a> |
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| <h4>computeCorrelationMatrix</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> computeCorrelationMatrix(double[][] matrix)</pre> |
| <div class="block">Computes the Spearman's rank correlation matrix for the columns of the |
| input rectangular array. The columns of the array represent values |
| of variables to be correlated.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - matrix with columns representing variables to correlate</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>correlation matrix</dd></dl> |
| </li> |
| </ul> |
| <a name="correlation(double[], double[])"> |
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| <h4>correlation</h4> |
| <pre>public double correlation(double[] xArray, |
| double[] yArray)</pre> |
| <div class="block">Computes the Spearman's rank correlation coefficient between the two arrays.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>xArray</code> - first data array</dd><dd><code>yArray</code> - second data array</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>Returns Spearman's rank correlation coefficient for the two arrays</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the arrays lengths do not match</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the array length is less than 2</dd></dl> |
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