On 7/21/12 7:04 AM, Devl Devel wrote:
> Hi Phil
>
> I took a closer look at the Spearmans correlation and note that it
> uses an underlying PearsonsCorrelation object to do the actual
> work of calculating the correlation value after ranking.
It does that only because Spearman's essentially is Pearson's after
the rank transform. It is just reusing the implementation code in
Pearson's.
>
> Do I have to do the same for Kendalls Tau? I.e. Do I need to have
> two classes 1)KendallsTauCorrelation which is the equiv of
> SpearmansCorrelation and then say KendallsTauComputation which is
> the equivilant of PearsonsCorrelation?
No. No need to add this complexity.
> Of can I just put everything into one class called
> KendallsTauCorrelation which does the ranking using the
> RankingAlgorithm interface *and* tau computation all in one class?
Yes, that would be simpler and better.
Thanks for working on this!
Phil
>
> Hope that makes sense?
> Cheers
> Dev
>
> On Tue, Jul 10, 2012 at 10:10 PM, Phil Steitz
> <phil.steitz@gmail.com <mailto:phil.steitz@gmail.com>> wrote:
>
> On 7/10/12 12:09 PM, Devl Devel wrote:
> > Hi Phil and All.
> >
> > Thanks for the welcome. I manage to get,build and test the
> SVN trunk branch
> > and took a look at the Spearmans Rank implementation. I did
> notice a few
> > test failures overall in the build such as RealVectorTest,
> hopefully they
> > are part of the build and not something I am missing in my
> checkout.
>
> Don't worry about the RealVector test failures, that is a known
> issue that will hopefully soon be resolved.
> >
> > My only question for now is: how can I view the Jenkins
> build to see what's
> > not passing tests at the moment? I understand there are
> email alerts
> > however it would be good to see (readonly) the state of the
> current build
> > somehow.
>
> You can see the test output locally in /target/surefirereports.
> You should be able to validate everything locally.
> >
> > I've also added a JIRA entry
> https://issues.apache.org/jira/browse/MATH814 and
> > on the wishlist
> > http://wiki.apache.org/commons/MathWishList#preview
> >
> > Will update once there is any progress :)
>
> Thanks!
>
> Phil
> >
> > Cheers
> > Dev
> > On Thu, Jul 5, 2012 at 10:24 PM, Devl Devel
> <devl.development@gmail.com
> <mailto:devl.development@gmail.com>>wrote:
> >
> >> Hi All,
> >>
> >> Below is a proposal for a new feature:
> >>
> >> *A concise description of the new feature / enhancement*
> >> *
> >> *
> >> I propose a new feature to implement the Kendall's Tau
> which is a measure
> >> of Association/Correlation between ranked ordinal data.
> >>
> >> *References to definitions and algorithms.*
> >> *
> >> *A basic description is available at
> >>
> http://en.wikipedia.org/wiki/Kendall_tau_rank_correlation_coefficient
> however
> >> the test implementation will follow that defined by
> "Handbook of
> >> Parametric and Nonparametric Statistical Procedures, Fifth
> Edition, Page
> >> 1393 Test 30, ISBN10: 1439858012  ISBN13: 9781439858011."
> >>
> >> The algorithm is proposed as follows.
> >>
> >> Given two rankings or permutations represented by a 2D
> matrix; columns
> >> indicate rankings (e.g. by an individual) and row are
> observations of each
> >> rank. The algorithm is to calculate the total number of
> concordant pairs of
> >> ranks (between columns), discordant pairs of ranks
> (between columns) and
> >> calculate the Tau defined as
> >>
> >> tau= (Number of concordant  number of discordant)/(n(n1)/2)
> >> where n(n1)/2 is the total number of possible pairs of ranks.
> >>
> >> The method will then output the tau value between 0 and 1
> where 1
> >> signifies a "perfect" correlation between the two ranked lists.
> >>
> >> Where ties exist within a ranking it is marked as neither
> concordant nor
> >> discordant in the calculation. An optional merge sort can
> be used to speed
> >> up the implementation. Details are in the wiki page.
> >>
> >> *Some indication of why the addition / enhancement is
> practically useful*
> >> *
> >> *
> >> Although this implementation is not particularly complex it
> would be
> >> useful to have it in a consistent format in the commons
> math package in
> >> addition to existing correlation tests. Kendall's Tau is
> used effectively
> >> in comparing ranks for products, rankings from search
> engines or
> >> measurements from engineering equipment.
> >>
> >> This is my first post on this list, I tried to follow the
> guidelines but
> >> let me know if I need to elaborate.
> >>
> >> Regards
> >> Dev
> >>
> >>
>
>
>
> 
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