Skip to content
GitLab
Closed
Issue created by Thibault Hallouin@thibault.hallouinOwner

fix spearman rank correlation calculation for KGENP and KGENP_D

Closed

fix spearman rank correlation calculation for KGENP and KGENP_D

As mentioned in https://github.com/xtensor-stack/xtensor/issues/2677, when the observations and/or predictions contain ties, the default (and fastest) C++ algorithm (std::sort) does not guarantee the order of equal elements, which results in different values for the spearman rank correlation component of the non-parametric version of KGE.

To fix this, the C++ algorithm (std::stable_sort) needs to be used instead, so that the order of equal elements is guaranteed. I have proposed a fix via a PR to xtensor (https://github.com/xtensor-stack/xtensor/pull/2681) that is awaiting approval. Until then, KGENP and KGENP_D will not be available (31cf8da5).

Edited by Thibault Hallouin

    Tasks

    0

    No tasks are currently assigned. Use tasks to break down this issue into smaller parts.

    Activity

    Please register or sign in to reply