Hi, has anyone looked into how to generate a rank numbering where duplicate
values get duplicate order numbers?
For example, when we rank this vector descending,
\:vec=. 49 275 93 275 92 99 91 49
1 3 5 2 4 6 0 7
we see that 1 3{vec and 0 7{vec are the same so I would like to end up with
a rank numbering like this 6 0 3 0 4 2 5 6 so the ties for first and last
place get the same value in the proper order where zero designates the
highest.
I know I've done this before and I have a very clumsy way to achieve this
but I'm wondering if there's a better one.
Thanks,
Devon
--
Devon McCormick, CFA
Quantitative Consultant
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