?? ranks.m
字號:
function r = ranks(X,Mode);
% RANKS gives the rank of each element in a vector.
% This program uses an advanced algorithm with averge effort O(m.n.log(n))
% NaN in the input yields NaN in the output.
%
% r = ranks(X)
% if X is a vector, return the vector of ranks of X adjusted for ties.
% if X is matrix, the rank is calculated for each column.
% r = ranks(X,'traditional')
% implements the traditional algorithm with O(n^2) computational
% and O(n^2) memory effort
% r = ranks(X,'mtraditional')
% implements the traditional algorithm with O(n^2) computational
% and O(n) memory effort
% r = ranks(X,'advanced ')
% implements an advanced algorithm with O(n*log(n)) computational
% and O(n.log(n)) memory effort
%
% see also: CORRCOEF, SPEARMAN, RANKCORR
%
% REFERENCES:
% --
% Version 1.26 Date: 06 Sep 2002
% Copyright (C) 2000-2002 by Alois Schloegl <a.schloegl@ieee.org>
% 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, write to the Free Software
% Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
% Features:
% + is fast, uses an efficient algorithm for the rank correlation
% + computational effort is O(n.log(n)) instead of O(n^2)
% + memory effort is O(n.log(n)), instead of O(n^2).
% Now, the ranks of 8000 elements can be easily calculated
% + NaN's in the input yield NaN in the output
% + compatible with Octave and Matlab
% + traditional method is also implemented for comparison.
if nargin<2, Mode='advanced '; end;
[N,M]=size(X);
if (N==1) & (M>0)
X = X';
[N,M] = size(X);
end;
if strcmp(Mode(1:min(11,length(Mode))),'traditional'), % traditional, needs O(m.n^2)
% this method was originally implemented by: KH <Kurt.Hornik@ci.tuwien.ac.at>
% Comment of KH: This code is rather ugly, but is there an easy way to get the ranks adjusted for ties from sort?
r = zeros(size(X));
for i = 1:M;
p = X(:, i(ones(1,N)));
r(:,i) = [(sum (p < p') + (sum (p == p') + 1) / 2)'];
end;
% r(r<1)=NaN;
elseif strcmp(Mode(1:min(12,length(Mode))),'mtraditional'), % advanced
% + memory effort is lower
r = zeros(size(X));
for k = 1:N;
for i = 1:M;
r(k,i) = [(sum (X(:,i) < X(k,i)) + (sum (X(:,i) == X(k,i)) + 1) / 2)];
end;
end;
% r(r<1)=NaN;
elseif strcmp(Mode(1:min(11,length(Mode))),'advanced '), % advanced
% + uses sorting, hence needs only O(m.n.log(n)) computations
% [tmp,ix] = sort([X,Y]);
% [tmp,r] = sort(ix); % r yields rank.
% but because sort does not work accordingly for cell arrays,
% and DIM argument not supported by Octave
% and DIM argument does not work for cell-arrays in Matlab
% we sort each column separately:
r = zeros(size(X));
n = N;
for k = 1:M,
[sX,ix] = sort(X(:,k));
[tmp,r(:,k)] = sort(ix); % r yields the rank of each element
% identify multiple occurences (not sure if this important, but implemented to be compatible with traditional version)
if isnumeric(X)
n=sum(~isnan(X(:,k)));
end;
x = [0;find(sX~=[sX(2:N);n])]; % for this reason, cells are not implemented yet.
d = find(diff(x)>1);
% correct rank of multiple occurring elements
for l = 1:length(d),
t = (x(d(l))+1:x(d(l)+1))';
r(ix(t),k) = mean(t);
end;
end;
tmp = version;
if str2num(tmp(1))*1000+str2num(tmp(3))*100+str2num(tmp(5:6))<=2018,
for k1=1:size(X,1),
for k2=1:size(X,2), % needed for 2.0.17
if isnan(X(k1,k2)),
r(k1,k2) = nan;
end;
end;
end;
else
r(isnan(X)) = nan;
end;
elseif strcmp(Mode,'=='),
% the results of both algorithms are compared for testing.
%
% if the Mode-argument is omitted, both methods are applied and
% the results are compared. Once the advanced algorithm is confirmed,
% it will become the default Mode.
r = ranks(X,'advanced ');
r(isnan(r)) = 1/2;
if N>100,
r1 = ranks(X,'mtraditional'); % Memory effort is lower
else
r1 = ranks(X,'traditional');
end;
if ~all(all(r==r1)),
fprintf(2,'WARNING RANKS: advanced algorithm does not agree with traditional one\n Please report to <a.schloegl@ieee.org>\n');
r = r1;
end;
r(isnan(X)) = nan;
end;
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