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scripts/statistics/base/cor.m

changeset 10289: 4b124317dc38
parent:f0c3d3fc4903
author: John W. Eaton <jwe@octave.org>
date: Tue Feb 09 20:58:55 2010 -0500 (28 minutes ago)
permissions: -rw-r--r--
description: base_properties::set_children: account for hidden children 
     1## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2004, 2005, 2006,

     2##               2007, 2009 Kurt Hornik

     3##

     4## This file is part of Octave.

     5##

     6## Octave is free software; you can redistribute it and/or modify it

     7## under the terms of the GNU General Public License as published by

     8## the Free Software Foundation; either version 3 of the License, or (at

     9## your option) any later version.

    10##

    11## Octave is distributed in the hope that it will be useful, but

    12## WITHOUT ANY WARRANTY; without even the implied warranty of

    13## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

    14## General Public License for more details.

    15##

    16## You should have received a copy of the GNU General Public License

    17## along with Octave; see the file COPYING.  If not, see

    18## <http://www.gnu.org/licenses/>.

    19

    20## -*- texinfo -*-

    21## @deftypefn {Function File} {} cor (@var{x}, @var{y})

    22## Compute correlation.

    23##

    24## The (@var{i}, @var{j})-th entry of @code{cor (@var{x}, @var{y})} is

    25## the correlation between the @var{i}-th variable in @var{x} and the

    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## @example

    35## corrcoef(x,y) = cov(x,y)/(std(x)*std(y))

    36## @end example

    37## @end ifnottex

    38##

    39## For matrices, each row is an observation and each column a variable;

    40## vectors are always observations and may be row or column vectors.

    41##

    42## @code{cor (@var{x})} is equivalent to @code{cor (@var{x}, @var{x})}.

    43##

    44## Note that the @code{corrcoef} function does the same as @code{cor}.

    45## @end deftypefn

    46

    47## Author: KH <Kurt.Hornik@wu-wien.ac.at>

    48## Description: Compute correlations

    49

    50function retval = cor (x, y)

    51

    52  if (nargin < 1 || nargin > 2)

    53    print_usage ();

    54  endif

    55

    56  if (nargin == 2)

    57    c = cov (x, y);

    58    s = std (x)' * std (y);

    59    retval = c ./ s;

    60  elseif (nargin == 1)

    61    c = cov (x);

    62    s = reshape (sqrt (diag (c)), 1, columns (c));

    63    retval = c ./ (s' * s);

    64  endif

    65

    66endfunction