Java实现斯皮尔曼相关系数(Spearman)及T检验

概述

• 与计算皮尔逊相关系数类似，我们计算斯皮尔曼相关系数时，依旧可以利用Apache的math包

• 当数据中不含重复值时，斯皮尔曼的计算公式可以简化

  

• 斯皮尔曼的显著性评估依旧可以使用T检验，其公式和皮尔逊中的相同:

$$t=r\sqrt{\frac{n-2}{1-r^2}}$$

实现代码

package com.math.statistics;

import org.apache.commons.math3.stat.correlation.SpearmansCorrelation;

import JSci.maths.statistics.TDistribution;
/***
 * 
 * @author miaoyibo
 *
 */
public class Spearman {
	private double[] x;

	private double[] y;
	SpearmansCorrelation p=new SpearmansCorrelation();

	public Spearman(double[] x, double[] y) {
		this.x = x;
		this.y = y;
	}
	
	public double getR() {
		
		return p.correlation(x, y);
	}
	public double getTValue() {
		double up=x.length-2;
		double r=getR();
		double down=1-(r*r);
		return r*Math.sqrt(up/down);
	}
	/***
	 * 
	 * @param flag:true=双侧 false=单侧
	 * @return
	 */
	public double getPValue(boolean flag) {
		TDistribution td=new TDistribution(x.length-2);
		double t=getTValue();
		double cumulative = td.cumulative(t);
		double p=t>0?1-cumulative:cumulative;
		return flag?p*2:p;
	}
	public double getPValue() {
		return getPValue(true);
	}
}

DEMO

	public static void main(String[] args) {
		double[] d1= {86,97,99,100,101,103,106,110,112,113};
		double[] d2= {2,20,28,27,50,29,7,17,6,12};
		Spearman sp=new Spearman(d1,d2);
		System.out.println("相关系数r："+sp.getR());
		System.out.println("p值："+sp.getPValue());
	}

相关系数r：-0.1757575757575757
p值：0.627188344776485

参考资料

https://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient