octave-nkf: scripts/statistics/base/cov.m annotate

annotate scripts/statistics/base/cov.m @ 12856:cad4cba03f19

Deprecate corrcoef, cor and replace with Matlab equivalent corr The value calculated by Octave's corrcoef and cor are the same as the value calculated by the Matlab function corr. Use MathWorks naming convention for this functionality. * corr.m: New file with functionality of corrcoef.m * cov.m, kendall.m, spearman.m, cor_test.m: Adjust scripts to call corr() * statistics/base/module.mk, deprecated/module.mk: Inform Automake about deprecated functions * NEWS: Inform users about deprecation * stats.txi: Add corr() to documentation.

author	Rik <octave@nomad.inbox5.com>
date	Sat, 16 Jul 2011 20:38:00 -0700
parents	6b2f14af2360
children	72c96de7a403

rev	line source
11523 fd0a3ac60b0e update copyright notices John W. Eaton <jwe@octave.org> parents: 11436 diff changeset	1 ## Copyright (C) 1995-2011 Kurt Hornik
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3367 diff changeset	2 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	3 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	4 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	5 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	6 ## under the terms of the GNU General Public License as published by
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	7 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	8 ## your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3367 diff changeset	9 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	10 ## Octave is distributed in the hope that it will be useful, but
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3367 diff changeset	13 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3367 diff changeset	14 ##
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	15 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	16 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	17 ## <http://www.gnu.org/licenses/>.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	18
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	19 ## -- texinfo --
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	20 ## @deftypefn {Function File} {} cov (@var{x})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	21 ## @deftypefnx {Function File} {} cov (@var{x}, @var{opt})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	22 ## @deftypefnx {Function File} {} cov (@var{x}, @var{y})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	23 ## @deftypefnx {Function File} {} cov (@var{x}, @var{y}, @var{opt})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	24 ## Compute the covariance matrix.
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	25 ##
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	26 ## If each row of @var{x} and @var{y} is an observation, and each column is
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	27 ## a variable, then the @w{(@var{i}, @var{j})-th} entry of
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	28 ## @code{cov (@var{x}, @var{y})} is the covariance between the @var{i}-th
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	29 ## variable in @var{x} and the @var{j}-th variable in @var{y}.
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	30 ## @tex
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	31 ## $$
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	32 ## \sigma_{ij} = {1 \over N-1} \sum_{i=1}^N (x_i - \bar{x})(y_i - \bar{y})
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	33 ## $$
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	34 ## where $\bar{x}$ and $\bar{y}$ are the mean values of $x$ and $y$.
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	35 ## @end tex
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	36 ## @ifnottex
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	37 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	38 ## @example
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	39 ## cov (x) = 1/N-1 * SUM_i (x(i) - mean(x)) * (y(i) - mean(y))
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	40 ## @end example
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	41 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	42 ## @end ifnottex
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	43 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	44 ## If called with one argument, compute @code{cov (@var{x}, @var{x})}, the
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	45 ## covariance between the columns of @var{x}.
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	46 ##
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	47 ## The argument @var{opt} determines the type of normalization to use.
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	48 ## Valid values are
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	49 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	50 ## @table @asis
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	51 ## @item 0:
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	52 ## normalize with @math{N-1}, provides the best unbiased estimator of the
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	53 ## covariance [default]
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	54 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	55 ## @item 1:
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	56 ## normalize with @math{N}, this provides the second moment around the mean
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	57 ## @end table
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: 12656 diff changeset	58 ## @seealso{corr}
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	59 ## @end deftypefn
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	60
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5307 diff changeset	61 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	62 ## Description: Compute covariances
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	63
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	64 function c = cov (x, y = [], opt = 0)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	65
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	66 if (nargin < 1 \|\| nargin > 3)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	67 print_usage ();
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	68 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	69
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	70 if ( ! (isnumeric (x) \|\| islogical (x))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	71 \|\| ! (isnumeric (y) \|\| islogical (y)))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	72 error ("cov: X and Y must be numeric matrices or vectors");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	73 endif
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	74
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	75 if (ndims (x) != 2 \|\| ndims (y) != 2)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	76 error ("cov: X and Y must be 2-D matrices or vectors");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	77 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	78
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	79 if (nargin == 2 && isscalar (y))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	80 opt = y;
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	81 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	82
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	83 if (opt != 0 && opt != 1)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	84 error ("cov: normalization OPT must be 0 or 1");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	85 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	86
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	87 ## Special case, scalar has zero covariance
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	88 if (isscalar (x))
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	89 if (isa (x, 'single'))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	90 c = single (0);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	91 else
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	92 c = 0;
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	93 endif
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	94 return;
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	95 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	96
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	97 if (isrow (x))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	98 x = x.';
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	99 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	100 n = rows (x);
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	101
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	102 if (nargin == 1 \|\| isscalar (y))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	103 x = center (x, 1);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	104 c = conj (x' * x / (n - 1 + opt));
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	105 else
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	106 if (isrow (y))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	107 y = y.';
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	108 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	109 if (rows (y) != n)
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	110 error ("cov: X and Y must have the same number of observations");
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	111 endif
8977 f464119ec165 further simplify some stats funcs Jaroslav Hajek <highegg@gmail.com> parents: 8920 diff changeset	112 x = center (x, 1);
f464119ec165 further simplify some stats funcs Jaroslav Hajek <highegg@gmail.com> parents: 8920 diff changeset	113 y = center (y, 1);
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	114 c = conj (x' * y / (n - 1 + opt));
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	115 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	116
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	117 endfunction
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	118
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	119
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	120 %!test
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	121 %! x = rand (10);
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	122 %! cx1 = cov (x);
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	123 %! cx2 = cov (x, x);
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	124 %! assert(size (cx1) == [10, 10] && size (cx2) == [10, 10]);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	125 %! assert(cx1, cx2, 1e1*eps);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	126
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	127 %!test
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	128 %! x = [1:3]';
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	129 %! y = [3:-1:1]';
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	130 %! assert (cov (x,y), -1, 5*eps)
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	131 %! assert (cov (x,flipud (y)), 1, 5*eps)
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	132 %! assert (cov ([x, y]), [1 -1; -1 1], 5*eps)
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	133
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	134 %!test
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	135 %! x = single ([1:3]');
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	136 %! y = single ([3:-1:1]');
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	137 %! assert (cov (x,y), single (-1), 5*eps)
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	138 %! assert (cov (x,flipud (y)), single (1), 5*eps)
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	139 %! assert (cov ([x, y]), single ([1 -1; -1 1]), 5*eps)
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	140
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	141 %!test
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	142 %! x = [1:5];
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	143 %! c = cov (x);
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	144 %! assert (isscalar (c));
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	145 %! assert (c, 2.5);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	146
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	147 %!assert(cov (5), 0);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	148 %!assert(cov (single(5)), single(0));
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	149
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	150 %!test
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	151 %! x = [1:5];
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	152 %! c = cov (x, 0);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	153 %! assert(c, 2.5);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	154 %! c = cov (x, 1);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	155 %! assert(c, 2);
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	156
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	157 %% Test input validation
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	158 %!error cov ();
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	159 %!error cov (1, 2, 3, 4);
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	160 %!error cov ([1; 2], ["A", "B"]);
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	161 %!error cov (ones (2,2,2));
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	162 %!error cov (ones (2,2), ones (2,2,2));
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	163 %!error cov (1, 3);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	164 %!error cov (ones (2,2), ones (3,2));
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	165

Mercurial > hg > octave-nkf

annotate scripts/statistics/base/cov.m @ 12856:cad4cba03f19