Can Matlab do Weighted Spearman Rank Correlation?
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Very new to Matlab and looking for help. I am trying to calculate a weighted Spearman rank correlation. I am currently using the built in function in the statistics tool to calculate the normal spearman rank correlation:
[rho, pval] = corr(x, y,'type','spearman','rows','pairwise');
Where x is a matrix and y is a vector. I also have another vector W which is the weight of each observation row. Does anyone know of another function or script that incorporates the weight?
The formula would be: rho = 6 * SUM[Wi(xi-yi)]^2 / n(n^2 - 1)
Thanks!
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Smoothing dans Help Center et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!