35 lines
1.1 KiB
Matlab
35 lines
1.1 KiB
Matlab
function yr = trank(y)
|
|
% yr = trank(y);
|
|
% yr is the rank transformation of y
|
|
%
|
|
% Written by Marco Ratto
|
|
% Joint Research Centre, The European Commission,
|
|
% marco.ratto@ec.europa.eu
|
|
%
|
|
% Reference:
|
|
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
|
|
|
|
% Copyright © 2012 European Commission
|
|
% Copyright © 2012-2017 Dynare Team
|
|
%
|
|
% This file is part of Dynare.
|
|
%
|
|
% Dynare is free software: you can redistribute it and/or modify
|
|
% it under the terms of the GNU General Public License as published by
|
|
% the Free Software Foundation, either version 3 of the License, or
|
|
% (at your option) any later version.
|
|
%
|
|
% Dynare is distributed in the hope that it will be useful,
|
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
% GNU General Public License for more details.
|
|
%
|
|
% You should have received a copy of the GNU General Public License
|
|
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
|
|
|
[nr, nc] = size(y);
|
|
for j=1:nc
|
|
[dum, is]=sort(y(:,j));
|
|
yr(is,j)=[1:nr]'./nr;
|
|
end
|