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diff scripts/statistics/base/cov.m @ 12656:6b2f14af2360

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Overhaul functions in statistics/base directory. Widen input validation to accept logicals. Return correct class of output, e.g., 'single' depending on class of input. Correct or add tests for above. * center.m, cov.m, kendall.m, mean.m, meansq.m, median.m, mode.m, prctile.m, quantile.m, ranks.m, run_count.m, runlength.m, spearman.m, statistics.m, std.m, var.m, logistic_inv.m: Overhaul as described above * corrcoef.m: Overhaul + remove input validation already done by cov(). * cor.m, logit.m, ppplot.m, table.m: Only align test blocks. * gls.m, ols.m: Only correct class of output, no logical inputs for regression. * histc.m: Only change spacing of code to be uniform. * iqr.m: Overhaul + 2X speedup by calling empirical_inv just once. * kurtosis.m: Overhaul + replace repmat instances with center(). * mahalanobis.m: Overhaul + use bsxfun for centering data. * moment.m: Overhaul + replace repmat instances with center(). * probit.m, range.m: Redo input validation and add tests. * skewness.m: Overhaul + replace repmat instances with center(). * zscore.m: Overhaul + replace repmat instances with center() + use bsxfun.
author Rik <octave@nomad.inbox5.com>
date Sat, 07 May 2011 14:52:08 -0700
parents c792872f8942
children cad4cba03f19
line wrap: on
line diff
--- a/scripts/statistics/base/cov.m
+++ b/scripts/statistics/base/cov.m
@@ -67,7 +67,8 @@
     print_usage ();
   endif
 
-  if (! (isnumeric (x) && isnumeric (y)))
+  if (   ! (isnumeric (x) || islogical (x))
+      || ! (isnumeric (y) || islogical (y)))
     error ("cov: X and Y must be numeric matrices or vectors");
   endif
 
@@ -75,7 +76,7 @@
     error ("cov: X and Y must be 2-D matrices or vectors");
   endif
 
-  if (nargin == 2 && isscalar(y))
+  if (nargin == 2 && isscalar (y))
     opt = y;
   endif
 
@@ -83,22 +84,27 @@
     error ("cov: normalization OPT must be 0 or 1");
   endif
 
+  ## Special case, scalar has zero covariance
   if (isscalar (x))
-    c = 0;
+    if (isa (x, 'single'))
+      c = single (0);
+    else
+      c = 0;
+    endif
     return;
   endif
 
-  if (rows (x) == 1)
-    x = x';
+  if (isrow (x))
+    x = x.';
   endif
   n = rows (x);
 
-  if (nargin == 1 || isscalar(y))
+  if (nargin == 1 || isscalar (y))
     x = center (x, 1);
     c = conj (x' * x / (n - 1 + opt));
   else
-    if (rows (y) == 1)
-      y = y';
+    if (isrow (y))
+      y = y.';
     endif
     if (rows (y) != n)
       error ("cov: X and Y must have the same number of observations");
@@ -110,17 +116,36 @@
 
 endfunction
 
+
 %!test
 %! x = rand (10);
 %! cx1 = cov (x);
 %! cx2 = cov (x, x);
-%! assert(size (cx1) == [10, 10] && size (cx2) == [10, 10] && norm(cx1-cx2) < 1e1*eps);
+%! assert(size (cx1) == [10, 10] && size (cx2) == [10, 10]);
+%! assert(cx1, cx2, 1e1*eps);
+
+%!test
+%! x = [1:3]';
+%! y = [3:-1:1]';
+%! assert (cov (x,y), -1, 5*eps)
+%! assert (cov (x,flipud (y)), 1, 5*eps)
+%! assert (cov ([x, y]), [1 -1; -1 1], 5*eps)
+
+%!test
+%! x = single ([1:3]');
+%! y = single ([3:-1:1]');
+%! assert (cov (x,y), single (-1), 5*eps)
+%! assert (cov (x,flipud (y)), single (1), 5*eps)
+%! assert (cov ([x, y]), single ([1 -1; -1 1]), 5*eps)
 
 %!test
 %! x = [1:5];
 %! c = cov (x);
-%! assert(isscalar (c));
-%! assert(c, 2.5);
+%! assert (isscalar (c));
+%! assert (c, 2.5);
+
+%!assert(cov (5), 0);
+%!assert(cov (single(5)), single(0));
 
 %!test
 %! x = [1:5];
@@ -129,13 +154,10 @@
 %! c = cov (x, 1);
 %! assert(c, 2);
 
-%!assert(cov (5), 0);
-
 %% Test input validation
 %!error cov ();
 %!error cov (1, 2, 3, 4);
-%!error cov ([true, true]);
-%!error cov ([1, 2], [true, true]);
+%!error cov ([1; 2], ["A", "B"]);
 %!error cov (ones (2,2,2));
 %!error cov (ones (2,2), ones (2,2,2));
 %!error cov (1, 3);