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comparison scripts/statistics/base/cor.m @ 11436:e151e23f73bc

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Overhaul base statistics functions and documentation of same. Add or improve input validation. Add input validation tests. Add functional tests. Improve or re-write documentation strings.
author Rik <octave@nomad.inbox5.com>
date Mon, 03 Jan 2011 21:23:08 -0800
parents 693e22af08ae
children fd0a3ac60b0e
comparison
equal deleted inserted replaced
11435:20f53b3a558f 11436:e151e23f73bc
16 ## You should have received a copy of the GNU General Public License 16 ## You should have received a copy of the GNU General Public License
17 ## along with Octave; see the file COPYING. If not, see 17 ## along with Octave; see the file COPYING. If not, see
18 ## <http://www.gnu.org/licenses/>. 18 ## <http://www.gnu.org/licenses/>.
19 19
20 ## -*- texinfo -*- 20 ## -*- texinfo -*-
21 ## @deftypefn {Function File} {} cor (@var{x}, @var{y}) 21 ## @deftypefn {Function File} {} cor (@var{x})
22 ## Compute correlation. 22 ## @deftypefnx {Function File} {} cor (@var{x}, @var{y})
23 ## Compute matrix of correlation coefficients.
23 ## 24 ##
24 ## The (@var{i}, @var{j})-th entry of @code{cor (@var{x}, @var{y})} is 25 ## This is an alias for @code{corrcoef}.
25 ## the correlation between the @var{i}-th variable in @var{x} and the 26 ## @seealso{corrcoef}
26 ## @var{j}-th variable in @var{y}.
27 ##
28 ## @tex
29 ## $$
30 ## {\rm corrcoef}(x,y) = {{\rm cov}(x,y) \over {\rm std}(x) {\rm std}(y)}
31 ## $$
32 ## @end tex
33 ## @ifnottex
34 ##
35 ## @example
36 ## corrcoef(x,y) = cov(x,y)/(std(x)*std(y))
37 ## @end example
38 ##
39 ## @end ifnottex
40 ## For matrices, each row is an observation and each column a variable;
41 ## vectors are always observations and may be row or column vectors.
42 ##
43 ## @code{cor (@var{x})} is equivalent to @code{cor (@var{x}, @var{x})}.
44 ##
45 ## Note that the @code{corrcoef} function does the same as @code{cor}.
46 ## @end deftypefn 27 ## @end deftypefn
47 28
48 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> 29 function retval = cor (x, y = [])
49 ## Description: Compute correlations
50
51 function retval = cor (x, y)
52 30
53 if (nargin < 1 || nargin > 2) 31 if (nargin < 1 || nargin > 2)
54 print_usage (); 32 print_usage ();
55 endif 33 endif
56 34
57 if (nargin == 2) 35 retval = corrcoef (x, y);
58 c = cov (x, y);
59 s = std (x)' * std (y);
60 retval = c ./ s;
61 elseif (nargin == 1)
62 c = cov (x);
63 s = reshape (sqrt (diag (c)), 1, columns (c));
64 retval = c ./ (s' * s);
65 endif
66 36
67 endfunction 37 endfunction
38