g01dh computes the ranks, Normal scores, an approximation to the Normal scores or the exponential scores as requested by you.

Syntax

C#
public static void g01dh(
	string scores,
	string ties,
	int n,
	double[] x,
	double[] r,
	out int ifail
)
Visual Basic
Public Shared Sub g01dh ( _
	scores As String, _
	ties As String, _
	n As Integer, _
	x As Double(), _
	r As Double(), _
	<OutAttribute> ByRef ifail As Integer _
)
Visual C++
public:
static void g01dh(
	String^ scores, 
	String^ ties, 
	int n, 
	array<double>^ x, 
	array<double>^ r, 
	[OutAttribute] int% ifail
)
F#
static member g01dh : 
        scores : string * 
        ties : string * 
        n : int * 
        x : float[] * 
        r : float[] * 
        ifail : int byref -> unit 

Parameters

scores
Type: System..::..String
On entry: indicates which of the following scores are required.
scores="R"
The ranks.
scores="N"
The Normal scores, that is the expected value of the Normal order statistics.
scores="B"
The Blom version of the Normal scores.
scores="T"
The Tukey version of the Normal scores.
scores="V"
The van der Waerden version of the Normal scores.
scores="S"
The Savage scores, that is the expected value of the exponential order statistics.
Constraint: scores="R", "N", "B", "T", "V" or "S".
ties
Type: System..::..String
On entry: indicates which of the following methods is to be used to assign scores to tied observations.
ties="A"
The average of the scores for tied observations is used.
ties="L"
The lowest score in the group of ties is used.
ties="H"
The highest score in the group of ties is used.
ties="N"
The nonrepeatable random number generator is used to randomly untie any group of tied observations.
ties="R"
The repeatable random number generator is used to randomly untie any group of tied observations.
ties="I"
Any ties are ignored, that is the scores are assigned to tied observations in the order that they appear in the data.
Constraint: ties="A", "L", "H", "N", "R" or "I".
n
Type: System..::..Int32
On entry: n, the number of observations.
Constraint: n1.
x
Type: array<System..::..Double>[]()[][]
An array of size [n]
On entry: the sample of observations, xi, for i=1,2,,n.
r
Type: array<System..::..Double>[]()[][]
An array of size [n]
On exit: contains the scores, si, for i=1,2,,n, as specified by scores.
ifail
Type: System..::..Int32%
On exit: ifail=0 unless the method detects an error or a warning has been flagged (see [Error Indicators and Warnings]).

Description

g01dh computes one of the following scores for a sample of observations, x1,x2,,xn.
1. Rank Scores
The ranks are assigned to the data in ascending order, that is the ith observation has score si=k if it is the kth smallest observation in the sample.
2. Normal Scores
The Normal scores are the expected values of the Normal order statistics from a sample of size n. If xi is the kth smallest observation in the sample, then the score for that observation, si, is EZk where Zk is the kth order statistic in a sample of size n from a standard Normal distribution and E is the expectation operator.
3. Blom, Tukey and van der Waerden Scores
These scores are approximations to the Normal scores. The scores are obtained by evaluating the inverse cumulative Normal distribution function, Φ-1(·), at the values of the ranks scaled into the interval 0,1 using different scaling transformations.
The Blom scores use the scaling transformation ri-38n+14 for the rank ri, for i=1,2,,n. Thus the Blom score corresponding to the observation xi is
si=Φ-1ri-38n+14.
The Tukey scores use the scaling transformation ri-13n+13; the Tukey score corresponding to the observation xi is
si=Φ-1ri-13n+13.
The van der Waerden scores use the scaling transformation rin+1; the van der Waerden score corresponding to the observation xi is
si=Φ-1rin+1.
The van der Waerden scores may be used to carry out the van der Waerden test for testing for differences between several population distributions, see Conover (1980).
4. Savage Scores
The Savage scores are the expected values of the exponential order statistics from a sample of size n. They may be used in a test discussed by Savage (1956) and Lehmann (1975). If xi is the kth smallest observation in the sample, then the score for that observation is
si=EYk=1n+1n-1++1n-k+1,
where Yk is the kth order statistic in a sample of size n from a standard exponential distribution and E is the expectation operator.
Ties may be handled in one of five ways. Let xti, for i=1,2,,m, denote m tied observations, that is xt1=xt2==xtm with t1<t2<<tm. If the rank of xt1 is k, then if ties are ignored the rank of xtj will be k+j-1. Let the scores ignoring ties be st1*,st2*,,stm*. Then the scores, sti, for i=1,2,,m, may be calculated as follows:
  • – if averages are used, then sti=j=1mstj*/m;
  • – if the lowest score is used, then sti=st1*;
  • – if the highest score is used, then sti=stm*;
  • – if ties are to be broken randomly, then sti=stI* where Irandom permutation of ​1,2,,m;
  • – if ties are to be ignored, then sti=sti*.

References

Blom G (1958) Statistical Estimates and Transformed Beta-variables Wiley
Conover W J (1980) Practical Nonparametric Statistics Wiley
Lehmann E L (1975) Nonparametrics: Statistical Methods Based on Ranks Holden–Day
Savage I R (1956) Contributions to the theory of rank order statistics – the two-sample case Ann. Math. Statist. 27 590–615
Tukey J W (1962) The future of data analysis Ann. Math. Statist. 33 1–67

Error Indicators and Warnings

Errors or warnings detected by the method:
ifail=1
On entry,scores"R", "N", "B", "T", "V" or "S",
orties"A", "L", "H", "N", "R" or "I",
orn<1.
ifail=-9000
An error occured, see message report.
ifail=-8000
Negative dimension for array value
ifail=-6000
Invalid Parameters value

Accuracy

For scores="R", the results should be accurate to machine precision.
For scores="S", the results should be accurate to a small multiple of machine precision.
For scores="N", the results should have a relative accuracy of at least max100×ε,10-8 where ε is the machine precision.
For scores="B", "T" or "V", the results should have a relative accuracy of at least max10×ε,10-12.

Parallelism and Performance

None.

Further Comments

If more accurate Normal scores are required g01da should be used with appropriate settings for the input parameter etol.

Example

This example computes and prints the Savage scores for a sample of five observations. The average of the scores of any tied observations is used.

Example program (C#): g01dhe.cs

Example program data: g01dhe.d

Example program results: g01dhe.r

See Also