From octave-sources-request at bevo dot che dot wisc dot edu Fri Sep 20 10:21:46 2002
Subject: CORRCOEF, RANKS
From: Schloegl Alois <alois dot schloegl at tugraz dot at>
To: octave-sources at bevo dot che dot wisc dot edu
Date: Fri, 20 Sep 2002 07:13:31 -0500

RANKS.M 
    - is fast, uses an efficient algorithm (based on SORT) 
    - needs now O(n*log(n)) memory and cpu (instead of O(n*n))
    - Now, the ranks of 8000 elements can be easily calculated even on a 
standard PC 

CORRCOEF.M 
    - significance test and confidence interval included
    - rank correlation and spearman's rank correlation included
    

Additional features:  
 + NaN's in the input yield NaN in the output (interprets NaN's as missing 
value)
 + compatible with Octave and Matlab


The sources are available from octave-forge/extra/NaN
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/octave/octave-
forge/extra/NaN/corrcoef.m

http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/octave/octave-
forge/extra/NaN/ranks.m



With kind regards, 

   Alois