Constructor Detail

• SpearmansCorrelation

  public SpearmansCorrelation()

  Create a SpearmansCorrelation without data.

• SpearmansCorrelation

  public SpearmansCorrelation(RankingAlgorithm rankingAlgorithm)

  Create a SpearmansCorrelation with the given ranking algorithm.

  From version 4.0 onwards this constructor will throw an exception if the provided NaturalRanking uses a NaNStrategy.REMOVED strategy.

  Parameters:

  rankingAlgorithm - ranking algorithm

  Since:

  3.1

• SpearmansCorrelation

  public SpearmansCorrelation(RealMatrix dataMatrix)

  Create a SpearmansCorrelation from the given data matrix.

  Parameters:

  dataMatrix - matrix of data with columns representing variables to correlate

• SpearmansCorrelation

  public SpearmansCorrelation(RealMatrix dataMatrix,
                      RankingAlgorithm rankingAlgorithm)

  Create a SpearmansCorrelation with the given input data matrix and ranking algorithm.

  From version 4.0 onwards this constructor will throw an exception if the provided NaturalRanking uses a NaNStrategy.REMOVED strategy.

  Parameters:

  dataMatrix - matrix of data with columns representing variables to correlate

  rankingAlgorithm - ranking algorithm

Method Detail

• getCorrelationMatrix

  public RealMatrix getCorrelationMatrix()

  Calculate the Spearman Rank Correlation Matrix.

  Returns:

  Spearman Rank Correlation Matrix

  Throws:

  NullPointerException - if this instance was created with no data

• getRankCorrelation

  public PearsonsCorrelation getRankCorrelation()

  Returns a 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.

  Returns null if this instance was created with no data.

  Returns:

  PearsonsCorrelation among ranked column data

• computeCorrelationMatrix

  public RealMatrix computeCorrelationMatrix(RealMatrix matrix)

  Computes the Spearman's rank correlation matrix for the columns of the input matrix.

  Parameters:

  matrix - matrix with columns representing variables to correlate

  Returns:

  correlation matrix

• computeCorrelationMatrix

  public RealMatrix computeCorrelationMatrix(double[][] matrix)

  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.

  Parameters:

  matrix - matrix with columns representing variables to correlate

  Returns:

  correlation matrix

• correlation

  public double correlation(double[] xArray,
                   double[] yArray)

  Computes the Spearman's rank correlation coefficient between the two arrays.

  Parameters:

  xArray - first data array

  yArray - second data array

  Returns:

  Returns Spearman's rank correlation coefficient for the two arrays

  Throws:

  DimensionMismatchException - if the arrays lengths do not match

  MathIllegalArgumentException - if the array length is less than 2