[Numpy-discussion] Coverting ranks to a Gaussian

[Pierre GM]

On Monday 09 June 2008 22:06:24 Keith Goodman wrote:
> On Mon, Jun 9, 2008 at 4:45 PM, Robert Kern <robert.kern at gmail.com> wrote:

> > There are subtleties in computing ranks when ties are involved. Take a
> > look at the implementation of scipy.stats.rankdata().
>
> Good point. I had to deal with ties and missing data. I bet
> scipy.stats.rankdata() is faster than my implementation.

There's a scipy.stats.mstats.rankdata() that take care of both ties and 
missing data. Missing data are allocated a rank of either 0 or the average 
rank, depending on some parameter.