public class SpearmansCorrelation
extends java.lang.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.
|
SpearmansCorrelation(RealMatrix dataMatrix)
Create a SpearmansCorrelation from the given data matrix.
|
SpearmansCorrelation(RealMatrix dataMatrix,
RankingAlgorithm rankingAlgorithm)
Create a SpearmansCorrelation with the given input data matrix
and ranking algorithm.
|
Modifier and Type | Method and Description |
---|---|
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. |
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()
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 correlatepublic RealMatrix computeCorrelationMatrix(double[][] matrix)
matrix
- matrix with columns representing variables to correlatepublic double correlation(double[] xArray, double[] yArray) throws java.lang.IllegalArgumentException
xArray
- first data arrayyArray
- second data arrayjava.lang.IllegalArgumentException
- if the arrays lengths do not match or
there is insufficient dataCopyright © 2010 - 2020 Adobe. All Rights Reserved