correcting kendall

Hacene SI HADJ MOHAND
1 parent 6a7820dc
Showing 3 changed files with 41 additions and 11 deletions Show diff stats
src/ExternLib/StatisticFunctions/CorrelationProcess.cc
src/ExternLib/StatisticFunctions/Toolbox.hh
test/data/functions.xml
@@ -131,11 +131,11 @@ namespace AMDA {
  
         // Spearman  
         SpearmanProcess::SpearmanProcess(Parameter& parameter):CorrelationProcess(parameter){
-            CorrelationProcess::_type = "spearman ";
+            CorrelationProcess::_type = "spearman";
         }
  
         SpearmanProcess::SpearmanProcess(const CorrelationProcess& pProcess, Parameter& parameter):CorrelationProcess(pProcess, parameter){
-            CorrelationProcess::_type = "spearman ";
+            CorrelationProcess::_type = "spearman";
         }
  
         SpearmanProcess::~SpearmanProcess(){        
@@ -369,10 +369,16 @@ namespace AMDA {
                     return true;
                 std::vector<Type> rank_x = rankify(X);
                 std::vector<Type> rank_y = rankify(Y);
-                Type sum = 0;
-                for (int i = 0; i < n; i++)
-                    sum = (Type) (rank_x[i] - rank_y[i]);
-                result = (Type) sum / (n * (n - 1));
+                Type nc = 0;
+                for (int i = 0; i < n; i++){
+                    for (int j=i;j<n;j++){
+                        if((i != j )&& ((rank_x[i] >  rank_x[j] &&  rank_y[i] >  rank_y[j]) || 
+                                (rank_x[i]  < rank_x[j] &&  rank_y[i] <  rank_y[j])))
+                            nc += 1;
+                    }
+                    
+                }
+                result = (Type) (4*nc - n*(n-1))/(Type) (n * (n - 1));
  
                 return true;
             }
@@ -49,6 +49,34 @@
         <info_brief>skewness() function</info_brief>
         <new_kernel>#skew</new_kernel>
     </function>
+    <function name="covariance_(,,)" args="2" kind="time" group="stat">
+	<prompts>
+        	<prompt>input window time in secs</prompt>
+	</prompts>
+        <info_brief>covariance() function for two params</info_brief>
+        <new_kernel>#covariance</new_kernel>
+    </function>
+    <function name="pearson_(,,)" args="2" kind="time" group="stat">
+	<prompts>
+        	<prompt>input window time in secs</prompt>
+	</prompts>
+        <info_brief>Pearson coefficient of two parameters</info_brief>
+        <new_kernel>#pearson</new_kernel>
+    </function>
+    <function name="kendall_(,,)" args="2" kind="time" group="stat">
+	<prompts>
+        	<prompt>input window time in secs</prompt>
+	</prompts>
+        <info_brief>Kendall coefficient of two parameters</info_brief>
+        <new_kernel>#kendall</new_kernel>
+    </function>
+    <function name="spearman_(,,)" args="2" kind="time" group="stat">
+	<prompts>
+        	<prompt>input window time in secs</prompt>
+	</prompts>
+        <info_brief>Spearman coefficient of two parameters</info_brief>
+        <new_kernel>#spearman</new_kernel>
+    </function>
     <function name="mean_sm_(,)" args="1" kind="sliding" group="stat">
 	<prompts>
         	<prompt>input averaging time in secs</prompt>
@@ -135,11 +163,6 @@
         <new_kernel>newell2007</new_kernel>
     </function>
  
-    <function name="newell2011()" args="1" kind="model" group="space">
-        <info_brief>Newell et al 2011 auroral power</info_brief>
-        <new_kernel>newell2011</new_kernel>
-    </function>
-
     <function name="fairfield70(,tilt_angle_60)" args="2" kind="model" group="space">
         <prompt_param>xyz_sm (Re), dipole tilt angle (deg)</prompt_param>
         <default_args>,tilt_angle_60</default_args>
@@ -288,4 +311,5 @@
         <info_brief>Square root</info_brief>
         <new_kernel>sqrt</new_kernel>
     </function>
+
 </functions>