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.
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. I've also added a JIRA entry https://issues.apache.org/jira/browse/MATH-814 and on the wishlist http://wiki.apache.org/commons/MathWishList#preview Will update once there is any progress :) Cheers Dev On Thu, Jul 5, 2012 at 10:24 PM, Devl Devel <devl.developm...@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, ISBN-10: 1439858012 | ISBN-13: 978-1439858011." > > 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(n-1)/2) > where n(n-1)/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 > >
