Created
January 21, 2016 08:44
-
-
Save sudipto80/89253a340503f7559cce to your computer and use it in GitHub Desktop.
True rank
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
//Calculates the standard deviation | |
let stddev(list:float list)= | |
sqrt (List.fold (fun acc elem -> acc + (float elem - List.average list) ** 2.0 ) 0.0 | |
list / float list.Length) | |
let trueRanks = [1.;2.;3.;4.;5.;5.;7.;8.;9.;10.] | |
let predictedRanks = [1.;2.;3.;4.;6.;7.;5.;8.;10.;9.] | |
let uBar = trueRanks |> List.average | |
let upBar = predictedRanks |> List.average | |
let stdevTrue = stddev trueRanks | |
let stdevPredicted = stddev predictedRanks | |
let n = 10. | |
let numerator = List.zip trueRanks predictedRanks | |
|> List.map (fun item -> (float (fst item) - uBar) * (float (snd item) - upBar)) | |
|> List.sum | |
let denominator = n * stdevTrue * stdevPredicted | |
let p = numerator /denominator |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment