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From |
"Nick Cox" <[email protected]> |

To |
<[email protected]> |

Subject |
st: RE: Sort each column of a matrix to have the same rank order as another matrix |

Date |
Thu, 19 May 2005 17:40:12 +0100 |

Is the Mata function -sort(,)- the answer here? Nick [email protected] Scott Merryman > I am trying to construct a new matrix Y that has the > reordered elements of > each column of matrix X, to match the rank order of the corresponding > columns of matrix T. > > For example: > > X T > 6 1 > 9 -1 > 2 -2 > 4 2 > 7 0 > > So the ascending order of T is (2, 4, 5, 1, 3) > > Therefore, the first element of Y will be the 2nd element of > X, the second > the 4th, the third the 5th, the fourth the 1st, and the fifth > the 3rd. > > Resulting in: > > Y > 9 > 4 > 7 > 6 > 2 > > > Is there an easy way to reorder the elements of X based on > the rank order of > T? > > Below is the code I am using for X (hog futures prices) and T > (transformed > van der Waerden scores). > > Thanks, > Scott > > > *Iman and Conover (1982) method > *Example using hog futures prices > clear > qui { > input hog_7 hog_8 hog_10 hog_12 > 60.88 53.8 61.04 53.11 > 72.39 55.51 46.49 54.52 > 62.02 50.96 45.58 56.11 > 63.19 62.67 51.36 42.38 > 62.26 55.36 51.99 53.24 > 62.88 63.12 69.97 47.46 > 82.92 71.71 64.72 50.74 > 53.55 55.15 60.06 47.26 > 64.98 64.67 48.46 64.49 > 68.76 71.94 53.13 48.23 > 66.17 62.34 48.07 55.49 > 68.86 72.64 49.12 40.78 > 60.91 54.44 55.06 42.66 > 53.08 56.96 41.61 39.62 > 60.7 53.1 46.47 41.12 > 52.99 62.4 47.97 36.38 > 63.94 54.09 42.23 61.66 > 70.31 65.71 48.66 48.2 > 52.17 54.48 56.85 55.46 > 59.68 72.63 48.71 48.05 > end > > spearman, matrix > matrix C = r(Rho) > matrix C = cholesky(C)' > } > mata > X= st_data( ., .) > C= st_matrix("C") > score1 = (1..20)' > score1 = invnormal(score1/21) > jum = jumble(score1) > scores = (score1, jum) > jum = jumble(score1) > scores = (scores,jum) > jum = jumble(score1) > scores = (scores,jum) > E = scores'*scores > F = cholesky(E/E[1,1]) > T = scores*invsym(F)*C > st_matrix("r(T)",T) > end > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: Sort each column of a matrix to have the same rank order as another matrix***From:*"Scott Merryman" <[email protected]>

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