%====================================================================== % File: spear.m % %====================================================================== function [r,t,p]=spear(x,y) %Syntax: [r,t,p]=spear(x,y) %__________________________ % % Spearman's rank correlation coefficient. % % r is the Spearman's rank correlation coefficient. % t is the t-ratio of r. % p is the corresponding p-value. % x is the first data series (column). % y is the second data series, a matrix which may contain one or multiple % columns. % % % Reference: % Press W. H., Teukolsky S. A., Vetterling W. T., Flannery B. P.(1996): % Numerical Recipes in C, Cambridge University Press. Page 641. % % % Example: % x = [1 2 3 3 3]'; % y = [1 2 2 4 3; rand(1,5)]'; % [r,t,p] = spear(x,y) % % % Products Required: % Statistics Toolbox % % Alexandros Leontitsis % Department of Education % University of Ioannina % 45110- Dourouti % Ioannina % Greece % % University e-mail: me00743@cc.uoi.gr % Lifetime e-mail: leoaleq@yahoo.com % Homepage: http://www.geocities.com/CapeCanaveral/Lab/1421 % % 3 Feb 2002. % x and y must have equal number of rows if size(x,1)~=size(y,1) error('x and y must have equal number of rows.'); end % Find the data length N = length(x); % Get the ranks of x R = crank(x)'; for i=1:size(y,2) % Get the ranks of y S = crank(y(:,i))'; % Calculate the correlation coefficient r(i) = 1-6*sum((R-S).^2)/N/(N^2-1); end % Calculate the t statistic if r == 1 | r == -1 t = r*inf; else t=r.*sqrt((N-2)./(1-r.^2)); end % Calculate the p-values p=2*(1-tcdf(abs(t),N-2)); function r=crank(x) %Syntax: r=crank(x) %__________________ % % Assigns ranks on a data series x. % % r is the vector of the ranks % x is the data series. It must be sorted. % % % Reference: % Press W. H., Teukolsky S. A., Vetterling W. T., Flannery B. P.(1996): % Numerical Recipes in C, Cambridge University Press. Page 642. % % % Alexandros Leontitsis % Department of Education % University of Ioannina % 45110- Dourouti % Ioannina % Greece % % University e-mail: me00743@cc.uoi.gr % Lifetime e-mail: leoaleq@yahoo.com % Homepage: http://www.geocities.com/CapeCanaveral/Lab/1421 % % 3 Feb 2002. u = unique(x); [xs,z1] = sort(x); [z1,z2] = sort(z1); r = (1:length(x))'; r=r(z2); for i=1:length(u) s=find(u(i)==x); r(s,1) = mean(r(s)); end