Added ranking subsection.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786935 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz 2009-06-21 00:58:14 +00:00
parent 15c9f02e5c
commit 828c863a00
2 changed files with 52 additions and 6 deletions

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<li><a href="stat.html#a1.2_Descriptive_statistics">1.2 Descriptive statistics</a></li>
<li><a href="stat.html#a1.3_Frequency_distributions">1.3 Frequency distributions</a></li>
<li><a href="stat.html#a1.4_Simple_regression">1.4 Simple regression</a></li>
<li><a href="stat.html#a1.5_Statistical_tests">1.5 Statistical tests</a></li>
<li><a href="stat.html#a1.5_Multiple_linear_regression">1.5 Multiple Regression</a></li>
<li><a href="stat.html#a1.6_Rank_transformations">1.6 Rank transformations</a></li>
<li><a href="stat.html#a1.7_Covariance_and_correlation">1.7 Covariance and correlation</a></li>
<li><a href="stat.html#a1.8_Statistical_tests">1.8 Statistical Tests</a></li>
</ul></li>
<li><a href="random.html">2. Data Generation</a>
<ul>

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<a href="#a1.3_Frequency_distributions">Frequency distributions</a><br></br>
<a href="#a1.4_Simple_regression">Simple Regression</a><br></br>
<a href="#a1.5_Multiple_linear_regression">Multiple Regression</a><br></br>
<a href="#a1.6_Covariance_and_correlation">Covariance and correlation</a><br></br>
<a href="#a1.7_Statistical_tests">Statistical Tests</a><br></br>
<a href="#a1.6_Rank_transformations">Rank transformations</a><br></br>
<a href="#a1.7_Covariance_and_correlation">Covariance and correlation</a><br></br>
<a href="#a1.8_Statistical_tests">Statistical Tests</a><br></br>
</p>
</subsection>
<subsection name="1.2 Descriptive statistics">
@ -493,8 +494,50 @@ regression.addData(y, x, omega); // we do need covariance
</dd>
</dl>
</p>
</subsection>
<subsection name="1.6 Covariance and correlation">
</subsection>
<subsection name="1.6 Rank transformations">
<p>
Some statistical algorithms require that input data be replaced by ranks.
The <a href="../apidocs/org/apache/commons/math/stat/ranking/package-summary.html">
org.apache.commons.math.stat.ranking</a> package provides rank transformation.
<a href="../apidocs/org/apache/commons/math/stat/ranking/RankingAlgorithm.html">
RankingAlgorithm</a> defines the interface for ranking.
<a href="../apidocs/org/apache/commons/math/stat/ranking/NaturalRanking.html">
NaturalRanking</a> provides an implementation that has two configuration options.
<ul>
<li><a href="../apidocs/org/apache/commons/math/stat/ranking/TiesStrategy.html">
Ties strategy</a> deterimines how ties in the source data are handled by the ranking</li>
<li><a href="../apidocs/org/apache/commons/math/stat/ranking/NaNStrategy.html">
NaN strategy</a> determines how NaN values in the source data are handled.</li>
</ul>
</p>
<p>
Examples:
<source>
NaturalRanking ranking = new NaturalRanking(NaNStrategy.MINIMAL,
TiesStrategy.MAXIMUM);
double[] data = { 20, 17, 30, 42.3, 17, 50,
Double.NaN, Double.NEGATIVE_INFINITY, 17 };
double[] ranks = ranking.rank(exampleData);
</source>
results in <code>ranks</code> containing <code>{6, 5, 7, 8, 5, 9, 2, 2, 5}.</code>
<source>
new NaturalRanking(NaNStrategy.REMOVED,TiesStrategy.SEQUENTIAL).rank(exampleData);
</source>
returns <code>{5, 2, 6, 7, 3, 8, 1, 4}.</code>
</p>
<p>
The default <code>NaNStrategy</code> is NaNStrategy.MAXIMAL. This makes <code>NaN</code>
values larger than any other value (including <code>Double.POSITIVE_INFINITY</code>). The
default <code>TiesStrategy</code> is <code>TiesStrategy.AVERAGE,</code> which assigns tied
values the average of the ranks applicable to the sequence of ties. See the
<a href="../apidocs/org/apache/commons/math/stat/ranking/NaturalRanking.html">
NaturalRanking</a> for more examples and <a href="../apidocs/org/apache/commons/math/stat/ranking/TiesStrategy.html">
TiesStrategy</a> and <a href="../apidocs/org/apache/commons/math/stat/ranking/NaNStrategy.html">NaNStrategy</a>
for details on these configuration options.
</p>
</subsection>
<subsection name="1.7 Covariance and correlation">
<p>
The <a href="../apidocs/org/apache/commons/math/stat/correlation/package-summary.html">
org.apache.commons.math.stat.correlation</a> package computes covariances
@ -617,7 +660,7 @@ new PearsonsCorrelation(data).getCorrelationPValues().getEntry(0,1)
</dl>
</p>
</subsection>
<subsection name="1.7 Statistical tests">
<subsection name="1.8 Statistical tests">
<p>
The interfaces and implementations in the
<a href="../apidocs/org/apache/commons/math/stat/inference/">