--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/crank.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,54 @@
+% CRANK calculate ranks for Spearman correlation
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% Given the data series w
+% Calculate:
+% rw: the ranks (ties are treated by midranking)
+% s:  the sum(fk^3 - fk), where fk are the number of kth group of ties
+% 
+%   References:
+%      [1] W. H. Press, S. A. Teukolsky, W. T. Vetterling, B. P. Flannery,
+%      Numerical Recipes 3rd Edition: The Art of Scientific Computing,
+%      Cambridge University Press; 3 edition (September 10, 2007)
+% 
+%
+% L Ferraioli 06-12-2010
+%
+% $Id: crank.m,v 1.1 2011/03/07 10:46:53 luigi Exp $
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+function [rw,s] = crank(w)
+
+  [sw,idx] = sort(w);
+
+  n = numel(sw);
+  s = 0;
+  jj = 2; 
+
+  while jj < n+1
+    if sw(jj) ~= sw(jj-1);
+      sw(jj-1) = jj-1;
+      jj = jj+1;
+    else
+      jt = jj+1;
+      while jt<=n+1 && sw(jt-1)==sw(jj-1)
+        jt = jt + 1;
+      end
+      rnk = 0.5*(jj+jt-3);
+      for ji=jj:jt-1
+        sw(ji-1)=rnk;
+      end
+      t = jt-jj;
+      s = s + (t*t*t-t);
+      jj = jt;
+    end
+  end
+
+  if jj==n+1
+    sw(n)=n+1;
+  end
+
+  rw = zeros(size(sw));
+  for ii=1:numel(sw)
+    rw(idx(ii)) = sw(ii);
+  end
+
+end
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