org.statcato.statistics.inferential.nonparametrics

Class RankCorrelation

java.lang.Object

org.statcato.statistics.inferential.nonparametrics.RankCorrelation

public class RankCorrelation
extends java.lang.Object

Spearman's rank correlation between two variables. Computes the correlation between two variables using their ranks.

Since:

1.0

See Also:

CorrelationRegression

Constructor Summary

Constructors

Constructor and Description
RankCorrelation(java.util.Vector<java.lang.Double> x, java.util.Vector<java.lang.Double> y, double sig) Constructor.

Method Summary

Modifier and Type	Method and Description
double	CriticalValue() Returns the critical value for r corresponding to the given significance.
int	N() Returns the number of data pairs
double	PValue() Returns the p-Value corresponding to the test statistic.
double	RankCorrelationCoeff() Returns the rank correlation coefficient.
java.lang.String	toString()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

RankCorrelation

public RankCorrelation(java.util.Vector<java.lang.Double> x,
                       java.util.Vector<java.lang.Double> y,
                       double sig)

Constructor. The x and y variables are provided as vectors of double type of the same length. The values in the two vectors at the same position are considered to be a data point. The signifiance level of the test is also provided.

Parameters:

x - variable 1

y - variable 2

sig - significance

Method Detail

N

public int N()

Returns the number of data pairs

Returns:

n

RankCorrelationCoeff

public double RankCorrelationCoeff()

Returns the rank correlation coefficient.

Returns:

rs

CriticalValue

public double CriticalValue()

Returns the critical value for r corresponding to the given significance.

Parameters:

significance - significance

Returns:

critical value (positive)

PValue

public double PValue()

Returns the p-Value corresponding to the test statistic.

Returns:

p-Value

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object