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Create Spearman's rank correlation coefficient #11155

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Nov 25, 2023
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82 changes: 82 additions & 0 deletions maths/spearman_rank_correlation_coefficient.py
Original file line number Diff line number Diff line change
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from collections.abc import Sequence


def assign_ranks(data: Sequence[float]) -> list[int]:
"""
Assigns ranks to elements in the array.

:param data: List of floats.
:return: List of ints representing the ranks.

Example:
>>> assign_ranks([3.2, 1.5, 4.0, 2.7, 5.1])
[3, 1, 4, 2, 5]

>>> assign_ranks([10.5, 8.1, 12.4, 9.3, 11.0])
[3, 1, 5, 2, 4]
"""
ranked_data = sorted((value, index) for index, value in enumerate(data))
ranks = [0] * len(data)

for position, (_, index) in enumerate(ranked_data):
ranks[index] = position + 1

return ranks


def calculate_spearman_rank_correlation(
variable_1: Sequence[float], variable_2: Sequence[float]
) -> float:
"""
Calculates Spearman's rank correlation coefficient.

:param variable_1: List of floats representing the first variable.
:param variable_2: List of floats representing the second variable.
:return: Spearman's rank correlation coefficient.

Example Usage:

>>> x = [1, 2, 3, 4, 5]
>>> y = [5, 4, 3, 2, 1]
>>> calculate_spearman_rank_correlation(x, y)
-1.0

>>> x = [1, 2, 3, 4, 5]
>>> y = [2, 4, 6, 8, 10]
>>> calculate_spearman_rank_correlation(x, y)
1.0

>>> x = [1, 2, 3, 4, 5]
>>> y = [5, 1, 2, 9, 5]
>>> calculate_spearman_rank_correlation(x, y)
0.6
"""
n = len(variable_1)
rank_var1 = assign_ranks(variable_1)
rank_var2 = assign_ranks(variable_2)

# Calculate differences of ranks
d = [rx - ry for rx, ry in zip(rank_var1, rank_var2)]

# Calculate the sum of squared differences
d_squared = sum(di**2 for di in d)

# Calculate the Spearman's rank correlation coefficient
rho = 1 - (6 * d_squared) / (n * (n**2 - 1))

return rho


if __name__ == "__main__":
import doctest

doctest.testmod()

# Example usage:
print(
f"{calculate_spearman_rank_correlation([1, 2, 3, 4, 5], [2, 4, 6, 8, 10]) = }"
)

print(f"{calculate_spearman_rank_correlation([1, 2, 3, 4, 5], [5, 4, 3, 2, 1]) = }")

print(f"{calculate_spearman_rank_correlation([1, 2, 3, 4, 5], [5, 1, 2, 9, 5]) = }")