Matlab中是否有任何计算correlation ratio的函数? 这是我尝试执行的实现,但结果不正确。
function cr = correlation_ratio(X, Y, L)
ni = zeros(1, L);
sigmai = ni;
for i = 0:(L-1)
Yn = Y(X == i);
ni(1, i+1) = numel(Yn);
m = (1/ni(1, i+1))*sum(Yn);
sigmai(1, i+1) = (1/ni(1, i+1))*sum((Yn - m).^2);
end
n = sum(ni);
prod = ni.*sigmai;
cr = (1-(1/n)*sum(prod))^0.5;
答案 0 :(得分:1)
这是the Wikipedia page上的等式:
其中:
这就是我将其解释为代码的方式:
function eta = correlation_ratio(X, Y)
X = X(:); % make sure we've got column vectors, simplifies things below a bit
Y = Y(:);
L = max(X);
mYx = zeros(1, L+1); % we'll write mean per class here
nx = zeros(1, L+1); % we'll write number of samples per class here
for i = unique(X).'
Yn = Y(X == i);
if numel(Yn)>1
mYx(i+1) = mean(Yn);
nx(i+1) = numel(Yn);
end
end
mY = mean(Y); % mean across all samples
eta = sqrt(sum(nx .* (mYx - mY).^2) / sum((Y-mY).^2));
可以将循环替换为accumarray
。