Stream: helpdesk (published)

Topic: INT extended; discontinuous rank order

Kevin Bonham (Aug 05 2021 at 17:33):

Related to this question, with a new wrinkle - my data is zero-in flated, so I'm running into this: image.png

I need a way to make rank discontinuous, so equivalent values are given the same rank. Eg for [1,0,0,2,0,1], I'd need ranks [4,1,1,6,1,4]. Though really, as long as all zeros get rank 1, that should be fine as a short-term solution. Here's a mock up of that solution

function getrank(v; flattenzeros=true)
    r = invperm(sortperm(v))
    if flattenzeros
        z = findall(iszero, v)
        r[z] .= 1
    end
    return r
end

function invnormaltransform(v; μ=0, σ=1, c=3/8, flattenzeros=true)
    rank = getrank(v; flattenzeros)
    return [norminvcdf(μ, σ, (x - c) / (N - 2c + 1)) for x in rank]
end

which gives me image.png

Last updated: Oct 02 2023 at 04:34 UTC