Hello, a month ago I proposed an implementation of the Spearman rank correlation coefficient as it is missing in the GSL (see emails below). I took into account some advice and the updated code is available here: https://gist.github.com/1784199#file_spearman_v2.c
Since then, I didn't have any answer. I'm not an experienced C programmer, thus my code may need further improvements, but still it can be useful to others. Thus can I submit it to the GSL main trunk? I've never done that before. Can someone indicate me what to do? Should I request "developer write access" for instance? Thanks in advance, Tim 2012/2/11 Timothée Flutre <[email protected]> > > Thanks for your input! > > 1) Here is the text of the license under which the Apache code is: > http://www.apache.org/licenses/LICENSE-2.0. Indeed it seems that we > would have to indicate their copyright. Is this a problem? In a way, > there is not a lot of different algorithms to compute the Spearman > coefficient... > > 2) I have made the changes and now have "gsl_stats_spearman_alloc" and > "gsl_stats_spearman_free" functions for the four arrays ranks1, > ranks2, d and p. I added the code as a 2nd file to the same gist: > https://gist.github.com/1784199#file_spearman_v2.c > > 3) Yes, we don't know in advance how many ties there will be. That's > why I reallocate inside the loop. I don't see how I can do > differently. > > 4) I added a function performing tests, using the data defined in > statistics/test_float_source. > c. What do I do now? Do I need to have write access to the GSL > repository on Savannah? Or maybe someone else can do it for me? > > Thanks, > Tim > > > On Thu, Feb 9, 2012 at 6:04 PM, Patrick Alken > <[email protected]> wrote: > > > > Hello, > > > > It would be best to move this discussion over to gsl-discuss. I think > > it would be very useful to have this function in GSL. Just a few comments on > > your code: > > > > 1) The code looks clean and nicely commented. One issue is that since > > you appear to have followed the apache code very closely, there may be a > > licensing issue - I don't know if the Apache license is compatible with the > > GPL. On a quick check, its possible we can use it but it seems we need to > > preserve the original copyright notice. > > > > 2) Dynamic allocation - it looks like you dynamically allocate 5 > > different arrays to do the calculation. It would be better to either make > > functions like gsl_stats_spearman_alloc and gsl_stats_spearman_free, or to > > pass in a pre-allocated workspace as one of the function arguments. Since > > you're using workspace of different types (double,size_t), its probably > > better to make the alloc/free functions. > > > > 3) One of your dynamically allocated arrays is realloc()'d in a loop. Is > > this because the size of the array is unknown before the loop? Perhaps there > > is a way to avoid the realloc's. > > > > 4) We also need to think of some automated tests that can be added to > > statistics/test.c to test this function exhaustively and make sure its > > working correctly - even if that consists simply of known output values for > > a few different input cases. > > > > Good work, > > Patrick Alken > > > > > > On 02/09/2012 04:26 PM, Timothée Flutre wrote: > >> > >> Hello, > >> > >> I noticed that only the Pearson correlation coefficient is implemented > >> in the GSL > >> (http://www.gnu.org/software/gsl/manual/html_node/Correlation.html). > >> However, in quantitative genetics, several authors are using the > >> Spearman coef (for instance, Stranger et al "Population genomics of > >> human gene expression", Nature Genetics, 2007) as it is less > >> influenced by outliers. > >> > >> Current high-throughput data requires to compute such coef several > >> millions of times. Thus I implemented the computation of the Spearman > >> coef in GSL-like code. In fact, one just need to rank the input > >> vectors and then compute the Pearson coef on them. For the ranking, I > >> got inspired by the code from the Apache Math module. > >> > >> I was thinking that it could be useful to other users to add my piece > >> of code to the file "covariance_source.c" of the GSL > >> > >> (http://bzr.savannah.gnu.org/lh/gsl/trunk/annotate/head:/statistics/covariance_source.c#L77). > >> So here is the code: https://gist.github.com/1784199 > >> > >> I am not very proficient in C, so even if it is not possible to > >> include the code in the GSL, don't hesitate to give me advice. > >> > >> Thanks, > >> Tim > >> > >
