You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Standardization doesn't affect $\mathbf{\Lambda_s}$ due to symmetrization but improves the stability of the asymmetric $\mathbf{\Lambda_{yx}/\Lambda_{xy}}$, especially when there are ties. Tests using
151
-
Somers' D better agree on asymmetry when standardization is done, e.g., on binary data. Also, decreases the number of $\mathbf{\Lambda_{yx}/\Lambda_{xy}}$ sign disagreements for various scenarios (see [/tests/test_opposites.py](/tests/test_opposites.py))
151
+
Somers' D better agree on asymmetry when standardization is done, e.g., on binary data. Also, decreases the number of $\mathbf{\Lambda_{yx}/\Lambda_{xy}}$ sign disagreements for various scenarios (see [/tests/test_opposites.py](/tests/test_opposites.py)).
152
152
153
153
3. For each anchor point sample *i*, compute the **median slope in rank space**:
Copy file name to clipboardExpand all lines: README_pypi.md
+29-32Lines changed: 29 additions & 32 deletions
Display the source diff
Display the rich diff
Original file line number
Diff line number
Diff line change
@@ -130,11 +130,10 @@ Given paired samples (x_i, y_i), i = 1...n: symmetrize (via signed geometric mea
130
130
131
131
Replace the raw (x, y) values by their ranks, i.e. by the *positions* they occupy when the data are sorted, so that only relative ordering information is retained:
Standardization doesn't affect **Λ_s** due to symmetrization but improves the stability of the asymmetric **Λ_yx/xy**, especially when there are ties. Tests using
151
-
Somers' D better agree on asymmetry when standardization is done, e.g., on binary data. Also, decreases the number of **Λ_yx/xy** sign disagreements for various scenarios (see [github /tests/test_opposites.py](https://github.com/JonPaulLundquist/lambda_corr/blob/main/tests/test_opposites.py))
150
+
Somers' D better agree on asymmetry when standardization is done, e.g., on binary data. Also, decreases the number of **Λ_yx/xy** sign disagreements for various scenarios (see [github /tests/test_opposites.py](https://github.com/JonPaulLundquist/lambda_corr/blob/main/tests/test_opposites.py)).
152
151
153
152
3. For each anchor point sample *i*, compute the **median slope in rank space**:
154
153
155
154
$$
156
155
\begin{aligned}
157
156
b_i &=
158
-
\underset{\substack{j \neq i \\ r_x^{\ast}(j) \neq r_x^{\ast}(i)}}{\mathrm{median}}
157
+
\underset{j \ne i, r_x^{\ast}(j) \ne r_x^{\ast}(i)}{\mathrm{median}}
159
158
\left(
160
159
\frac{ r_y^{\ast}(j) - r_y^{\ast}(i) }
161
160
{ r_x^{\ast}(j) - r_x^{\ast}(i) }
162
161
\right)
163
162
\end{aligned}
164
163
$$
165
164
165
+
166
166
4. Compute the **asymmetric** rank-slope correlations as the outer mean over i slopes:
167
167
-**Λ(y|x)**:
168
168
@@ -176,11 +176,11 @@ $$
176
176
177
177
$$
178
178
\begin{aligned}
179
-
\Lambda_{yx} &=
180
-
\mathrm{sign}\left(\bar{\Lambda}_{yx}\right)
179
+
\Lambda\_{yx} &=
180
+
\mathrm{sign}\left(\bar{\Lambda}\_{yx}\right)
181
181
\exp\left(
182
182
-\left|
183
-
\log\left|\bar{\Lambda}_{yx}\right|
183
+
\log\left|\bar{\Lambda}\_{yx}\right|
184
184
\right|
185
185
\right)
186
186
\end{aligned}
@@ -190,11 +190,11 @@ That is equivalent to:
190
190
191
191
$$
192
192
\begin{aligned}
193
-
\Lambda_{yx} &=
194
-
\mathrm{sign}\left(\bar{\Lambda}_{yx}\right)
193
+
\Lambda\_{yx} &=
194
+
\mathrm{sign}\left(\bar{\Lambda}\_{yx}\right)
195
195
\min\left(
196
-
\lvert \bar{\Lambda}_{yx} \rvert,
197
-
\lvert \bar{\Lambda}_{yx} \rvert^{-1}
196
+
\lvert \bar{\Lambda}\_{yx} \rvert,
197
+
\lvert \bar{\Lambda}\_{yx} \rvert^{-1}
198
198
\right)
199
199
\end{aligned}
200
200
$$
@@ -226,30 +226,27 @@ Alternative stabilizations (e.g., Harrell–Davis quantile estimator per anchor,
226
226
**Examples of Overshoot Behavior**
227
227
Shown are rank configurations that produce the largest observed *untransformed* value of the symmetric statistics for different sample sizes (found via stochastic annealing rank swap search). Listed in the legend are the |Λ_raw| before transform and Λ after applying the reciprocal fold-back transform to the asymmetric components; the results are reasonable for this robust correlation measure.
228
228
229
-
<table>
230
-
<tr>
231
-
<tdalign="center">
232
-
233
-
<b>(a) Possible maximal overshoot examples found via annealing search. Shown are the values of Λ_s before and after fold-back.</b><br>
<b>(b) Λ_s statistic before and after fold-back transform compared to Kendall's τ (found by random indice swapping from perfect association). The proper ordering of association strength is recovered.</b><br>
<b>(b) Λ_s statistic before and after fold-back transform compared to Kendall's τ (found by random indice swapping from perfect association). The proper ordering of association strength is recovered.</b><br>
description = "Repeated-Average-Rank Correlations Λ (Lambda): a family of robust, symmetric/asymmetric measures of monotone association based on pairwise rank slopes."
7
+
version = "0.5.0"
8
+
description = "Repeated-AverageRank Correlations Λ (Lambda): a family of robust, symmetric/asymmetric measures of monotone association based on pairwise rank slopes."
0 commit comments