26 lines
902 B
Matlab
26 lines
902 B
Matlab
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function yr = trank(y);
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% yr = trank(y);
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% yr is the rank transformation of y
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%
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% Part of the Sensitivity Analysis Toolbox for DYNARE
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%
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% Written by Marco Ratto, 2006
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% Joint Research Centre, The European Commission,
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% (http://eemc.jrc.ec.europa.eu/),
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% marco.ratto@jrc.it
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%
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% Disclaimer: This software is not subject to copyright protection and is in the public domain.
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% It is an experimental system. The Joint Research Centre of European Commission
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% assumes no responsibility whatsoever for its use by other parties
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% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
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% characteristic. We would appreciate acknowledgement if the software is used.
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% Reference:
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% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
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%
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[nr, nc] = size(y);
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for j=1:nc,
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[dum, is]=sort(y(:,j));
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yr(is,j)=[1:nr]'./nr;
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end
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