baseCode.math
Class CorrelationStats

java.lang.Object
  baseCode.math.CorrelationStats

public class CorrelationStats

extends java.lang.Object

Statistical evaluation and transformation tools for correlations.

Copyright (c) 2004

Institution:: Columbia University

Version:

$Id: CorrelationStats.java,v 1.11 2005/01/05 17:59:19 pavlidis Exp $

Author:

Paul Pavlidis

Constructor Summary

CorrelationStats()

Method Summary

static double	byteToCorrel(int correlByte)
static double	byteToPvalue(int pvalByte)
static double	compare(double correl1, int n1, double correl2, int n2) Statistical comparison of two correlations.
static int	correlAsByte(double correl)
static double	correlationForPvalue(double pval, int count) Find the approximate correlation required to meet a particular pvalue.
static double	correlationTstat(double correl, int dof) Compute the t-statistic associated with a Pearson correlation.
static double	fisherTransform(double r) Compute the Fisher z transform of the Pearson correlation.
static cern.colt.list.DoubleArrayList	fisherTransform(cern.colt.list.DoubleArrayList e) Fisher-transform a list of correlations.
static boolean	isValidPearsonCorrelation(double r) Test if a value is a reasonable Pearson correlation (in the range -1 to 1; values outside of this range are acceptable within a small roundoff.
static double	pvalue(double correl, int count)
static int	pvalueAsByte(double correl, int count) Conver a correlation p value into a value between 0 and 255 inclusive.
static double	unFisherTransform(double r) Reverse the Fisher z-transform of correlations.

Methods inherited from class java.lang.Object

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

Constructor Detail

CorrelationStats

public CorrelationStats()

Method Detail

pvalue

public static double pvalue(double correl,
                            int count)

Parameters:

correl - Pearson correlation.

count - Number of items used to calculate the correlation. NOT the degrees of freedom.

Returns:

double

correlAsByte

public static int correlAsByte(double correl)

Parameters:

correl - double

Returns:

int

unFisherTransform

public static double unFisherTransform(double r)

Reverse the Fisher z-transform of correlations.

Parameters:

r -

Returns:

fisherTransform

public static double fisherTransform(double r)

Compute the Fisher z transform of the Pearson correlation.

Parameters:

r - Correlation coefficient.

Returns:

Fisher transform of the Correlation.

fisherTransform

public static cern.colt.list.DoubleArrayList fisherTransform(cern.colt.list.DoubleArrayList e)

Fisher-transform a list of correlations.

Parameters:

e -

Returns:

pvalueAsByte

public static int pvalueAsByte(double correl,
                               int count)

Conver a correlation p value into a value between 0 and 255 inclusive. This is done by taking the log, multiplying it by a fixed value (currently 8). This means that pvalues less than 10^-32 are rounded to 10^-32.

Parameters:

correl - double

count - int

Returns:

int

byteToPvalue

public static double byteToPvalue(int pvalByte)

Parameters:

pvalByte - int

Returns:

double

byteToCorrel

public static double byteToCorrel(int correlByte)

Parameters:

correlByte - int

Returns:

double

correlationTstat

public static double correlationTstat(double correl,
                                      int dof)

Compute the t-statistic associated with a Pearson correlation.

Parameters:

correl - Pearson correlation

dof - Degrees of freedom (n - 2)

Returns:

double

compare

public static double compare(double correl1,
                             int n1,
                             double correl2,
                             int n2)

Statistical comparison of two correlations. Assumes data are bivariate normal. Null hypothesis is that the two correlations are equal. See Zar (Biostatistics)

Parameters:

correl1 - First correlation

n1 - Number of values used to compute correl1

correl2 - Second correlation

n2 - Number of values used to compute correl2

Returns:

double p value.

correlationForPvalue

public static double correlationForPvalue(double pval,
                                          int count)

Find the approximate correlation required to meet a particular pvalue. This works by simple gradient descent.

Parameters:

pval - double

count - int

Returns:

double

isValidPearsonCorrelation

public static boolean isValidPearsonCorrelation(double r)

Test if a value is a reasonable Pearson correlation (in the range -1 to 1; values outside of this range are acceptable within a small roundoff.

Parameters:

r -

Returns: