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comparison scripts/statistics/base/cor.m @ 6754:451b346d8c2f

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[project @ 2007-06-25 17:31:46 by jwe]
author jwe
date Mon, 25 Jun 2007 17:31:47 +0000
parents 34f96dd5441b
children 93c65f2a5668
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6753:a5c64dad5b93 6754:451b346d8c2f
17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
18 ## 02110-1301, USA. 18 ## 02110-1301, USA.
19 19
20 ## -*- texinfo -*- 20 ## -*- texinfo -*-
21 ## @deftypefn {Function File} {} cor (@var{x}, @var{y}) 21 ## @deftypefn {Function File} {} cor (@var{x}, @var{y})
22 ## Compute correlation.
23 ##
22 ## The (@var{i}, @var{j})-th entry of @code{cor (@var{x}, @var{y})} is 24 ## The (@var{i}, @var{j})-th entry of @code{cor (@var{x}, @var{y})} is
23 ## the correlation between the @var{i}-th variable in @var{x} and the 25 ## the correlation between the @var{i}-th variable in @var{x} and the
24 ## @var{j}-th variable in @var{y}. 26 ## @var{j}-th variable in @var{y}.
27 ##
28 ## @iftex
29 ## @tex
30 ## $$
31 ## {\rm corrcoef}(x,y) = {{\rm cov}(x,y) \over {\rm std}(x) {\rm std}(y)}
32 ## $$
33 ## @end tex
34 ## @end iftex
35 ## @ifnottex
36 ## @example
37 ## corrcoef(x,y) = cov(x,y)/(std(x)*std(y))
38 ## @end example
39 ## @end ifnottex
25 ## 40 ##
26 ## For matrices, each row is an observation and each column a variable; 41 ## For matrices, each row is an observation and each column a variable;
27 ## vectors are always observations and may be row or column vectors. 42 ## vectors are always observations and may be row or column vectors.
28 ## 43 ##
29 ## @code{cor (@var{x})} is equivalent to @code{cor (@var{x}, @var{x})}. 44 ## @code{cor (@var{x})} is equivalent to @code{cor (@var{x}, @var{x})}.
45 ##
46 ## Note that the @code{corrcoef} function does the same as @code{cor}.
30 ## @end deftypefn 47 ## @end deftypefn
31 48
32 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> 49 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
33 ## Description: Compute correlations 50 ## Description: Compute correlations
34 51