Sounds like homework. Anyway, lookup rank correlations (Spearman, Kendall, etc.) and correpsonding tests.

Uwe Ligges


On 14.04.2011 17:00, Baoqiang Cao wrote:
Hi,

I have to one set of inputs and their observed true values of each
input. Now I have a model takes the input and predict a value. I only
consider the ranks based on either the observed true values or the
predicted values. My question is how do I compare this two rank in R?
That is, how close the rank from prediction to the rank from true
observations?

x_1: y_1, p_1,
x_2: y_2, p_2,
...
x_m: y_m, p_m,

R_y is the ranking based on {y_1, y_2,..,y_m}. R_p is the ranking from
{p_1, p_2, ..., p_m}. How do I know in R how good/bad R_p is given
R_y?

I searched r-help and got some clue of using wilcox.test but still a
bit confused of how to compare the two ranking against the true
ranking. Any advice will be highly appreciated. I apologize if this is
a too statistics question.

Thanks in advance.
Baoqiang

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