public class SpearmansCorrelation extends Object
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.
Constructor and Description |
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SpearmansCorrelation()
Create a SpearmansCorrelation without data.
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SpearmansCorrelation(RankingAlgorithm rankingAlgorithmIn)
Create a SpearmansCorrelation with the given ranking algorithm.
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SpearmansCorrelation(RealMatrix dataMatrix)
Create a SpearmansCorrelation from the given data matrix.
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SpearmansCorrelation(RealMatrix dataMatrix,
RankingAlgorithm rankingAlgorithmIn)
Create a SpearmansCorrelation with the given input data matrix
and ranking algorithm.
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Modifier and Type | Method and Description |
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RealMatrix |
computeCorrelationMatrix(double[][] matrix)
Computes the Spearman's rank correlation matrix for the columns of the
input rectangular array.
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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. |
public SpearmansCorrelation()
public SpearmansCorrelation(RankingAlgorithm rankingAlgorithmIn)
rankingAlgorithmIn
- ranking algorithmpublic SpearmansCorrelation(RealMatrix dataMatrix)
dataMatrix
- matrix of data with columns representing
variables to correlatepublic SpearmansCorrelation(RealMatrix dataMatrix, RankingAlgorithm rankingAlgorithmIn)
dataMatrix
- matrix of data with columns representing
variables to correlaterankingAlgorithmIn
- ranking algorithmpublic 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 correlatepublic RealMatrix computeCorrelationMatrix(double[][] matrix)
matrix
- matrix with columns representing variables to correlatepublic double correlation(double[] xArray, double[] yArray)
xArray
- first data arrayyArray
- second data arrayDimensionMismatchException
- if the arrays lengths do not matchMathIllegalArgumentException
- if the array length is less than 2Copyright © 2019 CNES. All rights reserved.