Package com.imsl.stat

Class Ranks

java.lang.Object
com.imsl.stat.Ranks
public class Ranks extends Object
Compute the ranks, normal scores, or exponential scores for a vector of observations.

The class Ranks can be used to compute the ranks, normal scores, or exponential scores of the data in X. Ties in the data can be resolved in four different ways, as specified by member function setTieBreaker. The type of values returned can vary depending on the member function called:

GetRanks: Ordinary Ranks

For this member function, the values output are the ordinary ranks of the data in X. If X[i] has the smallest value among those in X and there is no other element in X with this value, then getRanks(i) = 1. If both X[i] and X[j] have the same smallest value, then

if TieBreaker = 0, Ranks[i] = getRanks([j] = 1.5
if TieBreaker = 1, Ranks[i] = Ranks[j] = 2.0
if TieBreaker = 2, Ranks[i] = Ranks[j] = 1.0
if TieBreaker = 3, Ranks[i] = 1.0 and Ranks[j] = 2.0
or Ranks[i] = 2.0 and Ranks[j] = 1.0.

When the ties are resolved by use of function setRandom, different results may occur when running the same program at different times unless the "seed" of the random number generator is set explicitly by use of Random method setSeed. Ordinarily, there is no need to call the routine to set the seed, even if there are ties in the data.

getBlomScores: Normal Scores, Blom Version

Normal scores are expected values, or approximations to the expected values, of order statistics from a normal distribution. The simplest approximations are obtained by evaluating the inverse cumulative normal distribution function, inverseNormal, at the ranks scaled into the open interval (0, 1). In the Blom version (see Blom 1958), the scaling transformation for the rank \(r_i(1 \le r_i \le n\), where n is the sample size is \((r_i - 3/8)/(n + 1/4)\). The Blom normal score corresponding to the observation with rank \(r_i\) is

$$\Phi ^{ - 1} \left( {\frac{{r_i - 3/8}}{{n + 1/4}}} \right) $$

where \(\Phi(\cdot)\) is the normal cumulative distribution function.

Adjustments for ties are made after the normal score transformation. That is, if X[i] equals X[j] (within fuzz) and their value is the k-th smallest in the data set, the Blom normal scores are determined for ranks of k and k + 1, and then these normal scores are averaged or selected in the manner specified by TieBreaker, which is set by the method setTieBreaker. (Whether the transformations are made first or ties are resolved first makes no difference except when averaging is done.)

getTukeyScores: Normal Scores, Tukey Version

In the Tukey version (see Tukey 1962), the scaling transformation for the rank \(r_i\) is \((r_i - 1/3)/(n + 1/3)\). The Tukey normal score corresponding to the observation with rank \(r_i\) is

$$\Phi ^{ - 1} \left( {\frac{{r_i - 1/3}}{{n + 1/3}}} \right) $$

Ties are handled in the same way as discussed above for the Blom normal scores.

getVanDerWaerdenScores: Normal Scores, Van der Waerden Version

In the Van der Waerden version (see Lehmann 1975, page 97), the scaling transformation for the rank \(r_i\) is \(r_i/(n + 1)\). The Van der Waerden normal score corresponding to the observation with rank \(r_i\) is

$$\Phi ^{ - 1} \left( {\frac{{r_i }}{{n + 1}}} \right) $$

Ties are handled in the same way as discussed above for the Blom normal scores.

getNormalScores: Expected Value of Normal Order Statistics

The method getNormalScores returns the expected values of the normal order statistics. If the value in X[i] is the k-th smallest, then the value getNormalScores[i] is \(E(Z_k)\), where \(E(\cdot)\) is the expectation operator and \(Z_k\) is the k-th order statistic in a sample of size NOBS from a standard normal distribution. Ties are handled in the same way as discussed above for the Blom normal scores.

getSavageScores: Savage Scores

The method getSavageScores returns the expected values of the exponential order statistics. These values are called Savage scores because of their use in a test discussed by Savage (1956) (see Lehman 1975). If the value in X[i] is the k-th smallest, then the i-th output value output is \(E(Y_k)\), where \(Y_k\) is the k-th order statistic in a sample of size n from a standard exponential distribution. The expected value of the k-th order statistic from an exponential sample of size n is

$$\frac{1}{n} + \frac{1}{{n - 1}} + \ldots + \frac{1}{{n - k + 1}} $$

Ties are handled in the same way as discussed above for the Blom normal scores.

See Also:

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final int
    TIE_AVERAGE
    In case of ties, use the average of the scores of the tied observations.
    static final int
    TIE_HIGHEST
    In case of ties, use the highest score in the group of ties.
    static final int
    TIE_LOWEST
    In case of ties, use the lowest score in the group of ties.
    static final int
    TIE_RANDOM
    In case of ties, use one of the group of ties chosen at random.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Ranks()
    Constructor for the Ranks class.

  • Method Summary

    Modifier and Type
    Method
    Description
    static double
    expectedNormalOrderStatistic(int i, int n)
    Returns the expected value of a normal order statistic.
    double[]
    getBlomScores(double[] x)
    Gets the Blom version of normal scores for each observation.
    double[]
    getNormalScores(double[] x)
    Gets the expected value of normal order statistics (for tied observations, the average of the expected normal scores).
    double[]
    getRanks(double[] x)
    Gets the rank for each observation.
    double[]
    getSavageScores(double[] x)
    Gets the Savage scores (the expected value of exponential order statistics).
    double[]
    getTukeyScores(double[] x)
    Gets the Tukey version of normal scores for each observation.
    double[]
    getVanDerWaerdenScores(double[] x)
    Gets the Van der Waerden version of normal scores for each observation.
    void
    setFuzz(double fuzz)
    Sets the fuzz factor used in determining ties.
    void
    setRandom(Random random)
    Sets the Random object.
    void
    setTieBreaker(int iTie)
    Sets the tie breaker for Ranks.

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • TIE_AVERAGE

      public static final int TIE_AVERAGE
      In case of ties, use the average of the scores of the tied observations.
      See Also:

    • TIE_HIGHEST

      public static final int TIE_HIGHEST
      In case of ties, use the highest score in the group of ties.
      See Also:

    • TIE_LOWEST

      public static final int TIE_LOWEST
      In case of ties, use the lowest score in the group of ties.
      See Also:

    • TIE_RANDOM

      public static final int TIE_RANDOM
      In case of ties, use one of the group of ties chosen at random.
      See Also:

  • Constructor Details

    • Ranks

      public Ranks()
      Constructor for the Ranks class.

  • Method Details

    • setTieBreaker

      public void setTieBreaker(int iTie)
      Sets the tie breaker for Ranks.
      Parameters:
      iTie - an int which represents the tie breaker

    • setFuzz

      public void setFuzz(double fuzz)
      Sets the fuzz factor used in determining ties.
      Parameters:
      fuzz - a double which represents the fuzz factor

    • setRandom

      public void setRandom(Random random)
      Sets the Random object.
      Parameters:
      random - a Random object used in breaking ties

    • getRanks

      public double[] getRanks(double[] x)
      Gets the rank for each observation.
      Parameters:
      x - a double array which contains the observations to be ranked
      Returns:
      a double array which contains the rank for each observation in x

    • getBlomScores

      public double[] getBlomScores(double[] x)
      Gets the Blom version of normal scores for each observation.
      Parameters:
      x - a double array which contains the observations to be ranked
      Returns:
      a double array which contains the Blom version of normal scores for each observation in x

    • getTukeyScores

      public double[] getTukeyScores(double[] x)
      Gets the Tukey version of normal scores for each observation.
      Parameters:
      x - a double array which contains the observations to be ranked
      Returns:
      a double array which contains the Tukey version of normal scores for each observation in x

    • getVanDerWaerdenScores

      public double[] getVanDerWaerdenScores(double[] x)
      Gets the Van der Waerden version of normal scores for each observation.
      Parameters:
      x - a double array which contains the observations to be ranked
      Returns:
      a double array which contains the Van der Waerden version of normal scores for each observation in x

    • getNormalScores

      public double[] getNormalScores(double[] x)
      Gets the expected value of normal order statistics (for tied observations, the average of the expected normal scores).
      Parameters:
      x - a double array which contains the observations
      Returns:
      a double array which contains the expected value of normal order statistics for the observations in x (for tied observations, the average of the expected normal scores)

    • getSavageScores

      public double[] getSavageScores(double[] x)
      Gets the Savage scores (the expected value of exponential order statistics).
      Parameters:
      x - a double array which contains the observations
      Returns:
      a double array which contains the Savage scores for the observations in x. (the expected value of exponential order statistics)

    • expectedNormalOrderStatistic

      public static double expectedNormalOrderStatistic(int i, int n)
      Returns the expected value of a normal order statistic.
      Parameters:
      i - an int, the rank of the order statistic
      n - an int, the sample size
      Returns:
      a double, the expected value of the i-th order statistic in a sample of size n from the standard normal distribution