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From John Gant <john.g...@gmail.com>
Subject Re: DO NOT REPLY [Bug 36331] - [math] spearman rank cross correlation
Date Wed, 24 Aug 2005 13:51:45 GMT
I think one of the unit tests has ties in data, and therefore ties in
rank. Might check the unit test.

On 8/24/05, bugzilla@apache.org <bugzilla@apache.org> wrote:
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> http://issues.apache.org/bugzilla/show_bug.cgi?id=36331
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> ------- Additional Comments From brent@worden.org  2005-08-24 15:43 -------
> I noticed you implementation does not take into account ties in the data.  Ties
> can effect the correlation coefficeint to a great degree.
> 
> A nice approach to address ties is to rank the data adjusting the ranks of tied
> elements and then compute the Pearson's correlation coefficient on the rankings.
> 
> See http://web.uccs.edu/lbecker/SPSS/ctabs2.htm#5E.%20Spearman%20Correlation,%
> 20rs for a brief explaination.
> 
> If we get into adding more non-parametric routines, I for one would like to see
> some general, ranking utililies such as taking an array of data and returning
> the ranking array.  The ranking could be driven by a tie ranking policy for
> dealing with ties in the data.  The default policy would be to use the mean
> rank for ties.  Other policies could be to omit the data, use the highest rank
> or, use the lowest rank.
> 
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-- 
John Gant

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