LTPDA Toolbox™

Method ao/spcorr

  SPCORR calculate Spearman Rank-Order Correlation Coefficient
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  Description:
  
  SPCORR calculates Spearman Rank-Order Correlation Coefficient
 
  CALL:         b = spcorr(a, pl)
  
  INPUT:       a: are real valued AO. Number of input AOs should be >= 2.
                  All the input AOs from the second are compared with the
                  first one.
  
  OUTPUT:      b: Spearman rank-order correlation coefficients. The
                  procinfo of b contain further information as:
                  - pValue: Probability associated with the calculated rs
                  in the hypothesis that the correlation between the
                  objects is zero.
                  - TestRes: True or false on the basis of the test
                  results. The null hypothesis for the test is that the two
                  series are uncorrelated.
                  TestRes = 0 => Do not reject the null hypothesis at
                  significance level alpha. (pValue >= alpha)
                  TestRes = 1 => Reject the null hypothesis at significance
                  level alpha. (pValue < alpha)
 
  PARAMETERS:  
  
        - ALPHA is the desired significance level. It represents the
        probability of rejecting the null hypothesis when it is true. The
        error done if the null hypothesis is rejected when it is true is
        called a Type I Error. Therefore, if the null hypothesis is true,
        alpha is the probability of a type I error. Default [0.05].
  
  NOTE: 
        The statistic of Spearman rank-order correlation coefficient is
        well approximated by a Student t distribution. Hypothesis test is
        then based on such statistic.
  
  References:
       [1] W. H. Press, S. A. Teukolsky, W. T. Vetterling, B. P. Flannery,
       Numerical Recipes 3rd Edition: The Art of Scientific Computing,
       Cambridge University Press; 3 edition (September 10, 2007).
  
 
  Parameters Description
 
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Method Details
Access	public
Defining Class	ao
Sealed	0
Static	0

Parameter Description

Sets for this method …
Default

Default
no description
Key	Default Value	Options	Description
spcorr
ALPHA	0.050000000000000003	none	ALPHA is the desired significance level. It representsthe probability of rejecting the null hypothesis when it is true.The error done if the null hypothesis is rejected when it is true iscalled a Type I Error. Therefore, if the null hypothesis is true, alphais the probability of a type I error.

Example
plist('ALPHA', [0.050000000000000003])

Some information of the method ao/spcorr are listed below:
Class name	ao
Method name	spcorr
Category	Signal Processing
Package name	ltpda
VCS Version	967b0eec0dece803a81af8ef54ad2f8c784b20b2
Min input args	1
Max input args	-1
Min output args	1
Max output args	-1
Can be used as modifier	1
Supported numeric types	{'double'}

Method: ao/smoother

Method: ao/spectrogram

Method ao/spcorr

Parameter Description

Default

Example