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comparison scripts/statistics/base/cor.m @ 3200:781c930425fd

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[project @ 1998-10-29 05:23:08 by jwe]
author jwe
date Thu, 29 Oct 1998 05:23:09 +0000
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children f8dde1807dee
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3199:9ceefd891930 3200:781c930425fd
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ##
3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version.
7 ##
8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details.
12 ##
13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16
17 ## usage: cor (x [, y])
18 ##
19 ## The (i,j)-th entry of cor (x, y) is the correlation between the i-th
20 ## variable in x and the j-th variable in y.
21 ##
22 ## For matrices, each row is an observation and each column a variable;
23 ## vectors are always observations and may be row or column vectors.
24 ##
25 ## cor (x) is cor (x, x).
26
27 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
28 ## Description: Compute correlations
29
30 function retval = cor (x, y)
31
32 if (nargin < 1 || nargin > 2)
33 usage ("cor (x [, y])");
34 endif
35
36 if (nargin == 2)
37 c = cov (x, y);
38 s = std (x)' * std (y);
39 retval = c ./ s;
40 elseif (nargin == 1)
41 c = cov (x);
42 s = reshape (sqrt (diag (c)), 1, columns (c));
43 retval = c ./ (s' * s);
44 endif
45
46 endfunction