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Diffstat (limited to 'src/de/lmu/ifi/dbs/elki/math/statistics/dependence/SpearmanCorrelationDependenceMeasure.java')
-rw-r--r-- | src/de/lmu/ifi/dbs/elki/math/statistics/dependence/SpearmanCorrelationDependenceMeasure.java | 78 |
1 files changed, 78 insertions, 0 deletions
diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/dependence/SpearmanCorrelationDependenceMeasure.java b/src/de/lmu/ifi/dbs/elki/math/statistics/dependence/SpearmanCorrelationDependenceMeasure.java new file mode 100644 index 00000000..24202dce --- /dev/null +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/dependence/SpearmanCorrelationDependenceMeasure.java @@ -0,0 +1,78 @@ +package de.lmu.ifi.dbs.elki.math.statistics.dependence; + +/* + This file is part of ELKI: + Environment for Developing KDD-Applications Supported by Index-Structures + + Copyright (C) 2014 + Ludwig-Maximilians-Universität München + Lehr- und Forschungseinheit für Datenbanksysteme + ELKI Development Team + + This program is free software: you can redistribute it and/or modify + it under the terms of the GNU Affero General Public License as published by + the Free Software Foundation, either version 3 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 Affero General Public License for more details. + + You should have received a copy of the GNU Affero General Public License + along with this program. If not, see <http://www.gnu.org/licenses/>. + */ + +import de.lmu.ifi.dbs.elki.utilities.datastructures.arraylike.NumberArrayAdapter; +import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; + +/** + * Spearman rank-correlation coefficient, also known as Spearmans Rho. + * + * @author Erich Schubert + */ +public class SpearmanCorrelationDependenceMeasure extends AbstractDependenceMeasure { + /** + * Static instance. + */ + public static final SpearmanCorrelationDependenceMeasure STATIC = new SpearmanCorrelationDependenceMeasure(); + + /** + * Constructor - use {@link #STATIC} instance. + */ + protected SpearmanCorrelationDependenceMeasure() { + super(); + } + + @Override + public <A, B> double dependence(NumberArrayAdapter<?, A> adapter1, A data1, NumberArrayAdapter<?, B> adapter2, B data2) { + final int len = size(adapter1, data1, adapter2, data2); + double[] ranks1 = computeNormalizedRanks(adapter1, data1, len); + double[] ranks2 = computeNormalizedRanks(adapter2, data2, len); + + // Second pass: variances and covariance + double v1 = 0., v2 = 0., cov = 0.; + for(int i = 0; i < len; i++) { + double d1 = ranks1[i] - .5, d2 = ranks2[i] - .5; + v1 += d1 * d1; + v2 += d2 * d2; + cov += d1 * d2; + } + // Note: we did not normalize by len, as this cancels out. + return cov / Math.sqrt(v1 * v2); + } + + /** + * Parameterization class + * + * @author Erich Schubert + * + * @apiviz.exclude + */ + public static class Parameterizer extends AbstractParameterizer { + @Override + protected SpearmanCorrelationDependenceMeasure makeInstance() { + return STATIC; + } + } +} |