ranking.jl and rankcorr.jl

Author: nalimilan

docs/make.jl

@@ -12,7 +12,8 @@ makedocs(
              "weights.md",
              "scalarstats.md",
              "cov.md",
-             "robust.md"]
+             "robust.md",
+             "ranking.md"]
 )
 
 deploydocs(

docs/src/index.md

@@ -10,6 +10,6 @@ Statistics can be weighted, and several weights types are distinguished to apply
 corrections where necessary.
 
 ```@contents
-Pages = ["weights.md", "scalarstats.md", "cov.md", "robust.md"]
+Pages = ["weights.md", "scalarstats.md", "cov.md", "robust.md", "ranking.jl"]
 Depth = 2
 ```

docs/src/ranking.md

@@ -0,0 +1,12 @@
+# Rankings and Rank Correlations
+
+Various strategies for computing ranks and rank correlations are provided.
+
+```@docs
+ordinalrank
+competerank
+denserank
+tiedrank
+corspearman
+corkendall
+```

src/Statistics.jl

@@ -32,7 +32,11 @@ export std, stdm, var, varm, mean!, mean,
     autocov!, autocov, autocor!, autocor, crosscov!, crosscov, crosscor!, crosscor,
     pacf!, pacf,
     # robust.jl
-    trim, trim!, trimvar, winsor, winsor!
+    trim, trim!, trimvar, winsor, winsor!,
+    # ranking.jl
+    ordinalrank, competerank, denserank, tiedrank,
+    # rankcorr
+    corkendall, corspearman
 
 include("common.jl")
 include("weights.jl")
@@ -44,6 +48,8 @@ include("partialcor.jl")
 include("toeplitzsolvers.jl")
 include("signalcorr.jl")
 include("robust.jl")
+include("ranking.jl")
+include("rankcorr.jl")
 
 ##### mean #####
 

src/ranking.jl

@@ -182,10 +182,10 @@ for (f, f!, S) in zip([:ordinalrank, :competerank, :denserank, :tiedrank],
     @eval begin
         function $f(x::AbstractArray{>: Missing}; lt = isless, rev::Bool = false)
             inds = findall(!ismissing, x)
-            isempty(inds) && return missings($S, size(x))
-            xv = disallowmissing(view(x, inds))
+            isempty(inds) && return Array{Union{$S, Missing}}(missing, size(x))
+            xv = convert(Array{Int}, view(x, inds))
             sp = sortperm(xv; lt = lt, rev = rev)
-            rks = missings($S, length(x))
+            rks = Vector{Union{$S, Missing}}(missing, length(x))
             $(f!)(view(rks, inds), xv, sp)
             rks
         end

test/rankcorr.jl

@@ -1,4 +1,4 @@
-using StatsBase
+using Statistics
 using Test
 
 X = Float64[1 0; 2 1; 3 0; 4 1; 5 10]

test/ranking.jl

@@ -1,4 +1,4 @@
-using StatsBase
+using Statistics
 using Test
 
 a = [1.0, 2.0, 2.0, 3.0, 4.0, 4.0, 4.0, 5.0]

test/runtests.jl

@@ -894,4 +894,6 @@ include("moments.jl")
 include("cov.jl")
 include("partialcor.jl")
 include("signalcorr.jl")
-include("robust.jl")
+include("robust.jl")
+include("ranking.jl")
+include("rankcorr.jl")