org.apache.commons.math.stat.correlation

## Class SpearmansCorrelation

- java.lang.Object
- - org.apache.commons.math.stat.correlation.SpearmansCorrelation

    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.

Since:
  2.0
Version:
  $Revision: 983921 $ $Date: 2010-08-10 12:46:06 +0200 (mar. 10 août 2010) $

### Field Summary

Fields
`private RealMatrix` `data` Input data
`private PearsonsCorrelation` `rankCorrelation` Rank correlation
`private RankingAlgorithm` `rankingAlgorithm` Ranking algorithm

### Constructor Summary

Constructors
Constructor and Description
`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.

### Method Summary

Methods
`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.
`private void` `rankTransform(RealMatrix matrix)` Applies rank transform to each of the columns of `matrix` using the current `rankingAlgorithm`

### Methods inherited from class java.lang.Object

`clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

### Field Detail

#### data

    private final RealMatrix data

Input data

#### rankingAlgorithm

    private final RankingAlgorithm rankingAlgorithm

Ranking algorithm

#### rankCorrelation

    private final PearsonsCorrelation rankCorrelation

Rank correlation

### Constructor Detail

#### SpearmansCorrelation

    public SpearmansCorrelation(RealMatrix dataMatrix,
                        RankingAlgorithm rankingAlgorithm)

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

Parameters:
  `dataMatrix` - matrix of data with columns representing variables to correlate
  `rankingAlgorithm` - ranking algorithm

#### 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()

Create a SpearmansCorrelation without data.

### Method Detail

#### getCorrelationMatrix

    public RealMatrix getCorrelationMatrix()

Calculate the Spearman Rank Correlation Matrix.

Returns:
  Spearman Rank Correlation Matrix

#### 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:
  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)
                       throws java.lang.IllegalArgumentException

Computes the Spearman's rank correlation coefficient between the two arrays. Throws IllegalArgumentException if the arrays do not have the same length or their common length is less than 2

Parameters:
  `xArray` - first data array
  `yArray` - second data array
Returns:
  Returns Spearman's rank correlation coefficient for the two arrays
Throws:
  `java.lang.IllegalArgumentException` - if the arrays lengths do not match or there is insufficient data

#### rankTransform

    private void rankTransform(RealMatrix matrix)

Applies rank transform to each of the columns of `matrix` using the current `rankingAlgorithm`

Parameters:
  `matrix` - matrix to transform