octave: scripts/statistics/corrcoef.m annotate

annotate scripts/statistics/corrcoef.m @ 29359:7854d5752dd2

maint: merge stable to default.

author	John W. Eaton <jwe@octave.org>
date	Wed, 10 Feb 2021 10:10:40 -0500
parents	90fea9cc9caa 0a5b15007766
children	796f54d4ddbf

rev	line source
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	1 ########################################################################
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	2 ##
29358 0a5b15007766 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 27923 diff changeset	3 ## Copyright (C) 2016-2021 The Octave Project Developers
27918 b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	4 ##
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 ## See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 ## distribution or <https://octave.org/copyright/>.
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	7 ##
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	8 ## This file is part of Octave.
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	9 ##
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23396 diff changeset	10 ## Octave is free software: you can redistribute it and/or modify it
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	11 ## under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23396 diff changeset	12 ## the Free Software Foundation, either version 3 of the License, or
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	13 ## (at your option) any later version.
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	14 ##
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	15 ## Octave is distributed in the hope that it will be useful, but
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	18 ## GNU General Public License for more details.
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	19 ##
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	20 ## You should have received a copy of the GNU General Public License
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	21 ## along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23396 diff changeset	22 ## <https://www.gnu.org/licenses/>.
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	23 ##
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ########################################################################
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	25
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	26 ## -- texinfo --
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	27 ## @deftypefn {} {@var{r} =} corrcoef (@var{x})
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	28 ## @deftypefnx {} {@var{r} =} corrcoef (@var{x}, @var{y})
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	29 ## @deftypefnx {} {@var{r} =} corrcoef (@dots{}, @var{param}, @var{value}, @dots{})
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	30 ## @deftypefnx {} {[@var{r}, @var{p}] =} corrcoef (@dots{})
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	31 ## @deftypefnx {} {[@var{r}, @var{p}, @var{lci}, @var{hci}] =} corrcoef (@dots{})
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	32 ## Compute a matrix of correlation coefficients.
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	33 ##
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	34 ## @var{x} is an array where each column contains a variable and each row is
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	35 ## an observation.
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	36 ##
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	37 ## If a second input @var{y} (of the same size as @var{x}) is given then
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	38 ## calculate the correlation coefficients between @var{x} and @var{y}.
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	39 ##
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	40 ## @var{param}, @var{value} are optional pairs of parameters and values which
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	41 ## modify the calculation. Valid options are:
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	42 ##
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	43 ## @table @asis
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	44 ## @item @qcode{"alpha"}
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	45 ## Confidence level used for the bounds of the confidence interval, @var{lci}
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	46 ## and @var{hci}. Default is 0.05, i.e., 95% confidence interval.
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	47 ##
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	48 ## @item @qcode{"rows"}
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	49 ## Determine processing of NaN values. Acceptable values are @qcode{"all"},
23396 945b53af4655 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 23273 diff changeset	50 ## @qcode{"complete"}, and @qcode{"pairwise"}. Default is @qcode{"all"}.
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	51 ## With @qcode{"complete"}, only the rows without NaN values are considered.
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	52 ## With @qcode{"pairwise"}, the selection of NaN-free rows is made for each
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	53 ## pair of variables.
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	54 ## @end table
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	55 ##
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	56 ## Output @var{r} is a matrix of Pearson's product moment correlation
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	57 ## coefficients for each pair of variables.
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	58 ##
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	59 ## Output @var{p} is a matrix of pair-wise p-values testing for the null
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	60 ## hypothesis of a correlation coefficient of zero.
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	61 ##
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	62 ## Outputs @var{lci} and @var{hci} are matrices containing, respectively, the
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	63 ## lower and higher bounds of the 95% confidence interval of each correlation
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	64 ## coefficient.
24547 fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	65 ## @seealso{corr, cov}
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	66 ## @end deftypefn
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	67
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	68 ## FIXME: It would be good to add a definition of the calculation method
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	69 ## for a Pearson product moment correlation to the documentation.
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	70
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	71 function [r, p, lci, hci] = corrcoef (x, varargin)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	72
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	73 if (nargin == 0)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	74 print_usage ();
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	75 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	76
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	77 alpha = 0.05;
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	78 rows = "all";
23396 945b53af4655 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 23273 diff changeset	79
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	80 if (nargin > 1)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	81
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	82 ## Check for matrix argument y
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	83 if (isnumeric (varargin{1}))
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	84 y = varargin{1};
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	85 nx = numel (x);
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	86 ny = numel (y);
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	87 if (nx > 0 && ny > 0 && nx != ny)
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	88 error ("corrcoef: X and Y must be the same size");
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	89 endif
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	90 x = [x(:), y(:)];
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	91 varargin(1) = [];
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	92 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	93
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	94 ## Check for Parameter/Value arguments
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	95 for i = 1:2:numel (varargin)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	96
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	97 if (! ischar (varargin{i}))
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	98 error ("corrcoef: parameter %d must be a string", i);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	99 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	100 parameter = varargin{i};
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	101 if (i+1 > numel (varargin))
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	102 error ('corrcoef: parameter "%s" missing value', parameter);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	103 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	104 value = varargin{i+1};
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	105
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	106 switch (tolower (parameter))
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	107 case "alpha"
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	108 if (isnumeric (value) && isscalar (value)
23396 945b53af4655 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 23273 diff changeset	109 && value >= 0 && value <= 1)
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	110 alpha = value;
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	111 else
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	112 error ('corrcoef: "alpha" must be a scalar between 0 and 1');
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	113 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	114
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	115 case "rows"
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	116 if (! ischar (value))
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	117 error ('corrcoef: "rows" value must be a string');
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	118 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	119 value = tolower (value);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	120 switch (value)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	121 case {"all", "complete", "pairwise"}
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	122 rows = value;
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	123 otherwise
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	124 error ('corrcoef: "rows" must be "all", "complete", or "pairwise"');
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	125 endswitch
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	126
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	127 otherwise
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	128 error ('corrcoef: Unknown option "%s"', parameter);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	129
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	130 endswitch
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	131 endfor
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	132 endif
23396 945b53af4655 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 23273 diff changeset	133
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	134 if (strcmp (rows, "complete"))
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	135 x(any (isnan (x), 2), :) = [];
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	136 endif
23396 945b53af4655 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 23273 diff changeset	137
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	138 if (isempty (x) \|\| isscalar (x))
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	139 r = p = lci = hci = NaN;
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	140 return;
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	141 endif
23396 945b53af4655 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 23273 diff changeset	142
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	143 ## Flags for calculation
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	144 pairwise = strcmp (rows, "pairwise");
23396 945b53af4655 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 23273 diff changeset	145 calc_pval = nargout > 1;
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	146
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	147 if (isrow (x))
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	148 x = x(:);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	149 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	150 [m, n] = size (x);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	151 r = eye (n);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	152 if (calc_pval)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	153 p = eye (n);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	154 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	155 if (strcmp (rows, "pairwise"))
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	156 mpw = m * ones (n);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	157 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	158 for i = 1:n
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	159 if (! pairwise && any (isnan (x(:,i))))
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	160 r(i,i) = NaN;
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	161 if (nargout > 1)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	162 p(i,i) = NaN;
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	163 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	164 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	165 for j = i+1:n
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	166 xi = x(:,i);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	167 xj = x(:,j);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	168 if (pairwise)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	169 idx = any (isnan ([xi xj]), 2);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	170 xi(idx) = xj(idx) = [];
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	171 mpw(i,j) = mpw(j,i) = m - nnz (idx);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	172 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	173 r(i,j) = r(j,i) = corr (xi, xj);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	174 if (calc_pval)
24634 ab2321d4ba03 maint: strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 24547 diff changeset	175 df = m - 2;
24547 fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	176 stat = sqrt (df) * r(i,j) / sqrt (1 - r(i,j)^2);
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	177 cdf = tcdf (stat, df);
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	178 p(i,j) = p(j,i) = 2 * min (cdf, 1 - cdf);
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	179 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	180 endfor
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	181 endfor
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	182
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	183 if (nargout > 2)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	184 if (pairwise)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	185 m = mpw;
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	186 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	187 CI = sqrt (2) * erfinv (1-alpha) ./ sqrt (m-3);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	188 lci = tanh (atanh (r) - CI);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	189 hci = tanh (atanh (r) + CI);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	190 endif
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	191
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	192 endfunction
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	193
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	194
24547 fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	195 ## Compute cumulative distribution function for T distribution.
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	196 function cdf = tcdf (x, n)
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	197
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	198 if (iscomplex (x))
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	199 error ("tcdf: X must not be complex");
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	200 endif
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	201
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	202 if (isa (x, "single"))
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	203 cdf = zeros (size (x), "single");
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	204 else
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	205 cdf = zeros (size (x));
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	206 endif
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	207
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	208 k = ! isinf (x) & (n > 0);
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	209
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	210 xx = x .^ 2;
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	211 x_big_abs = (xx > n);
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	212
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	213 ## deal with the case "abs(x) big"
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	214 kk = k & x_big_abs;
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	215 cdf(kk) = betainc (n ./ (n + xx(kk)), n/2, 1/2) / 2;
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	216
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	217 ## deal with the case "abs(x) small"
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	218 kk = k & ! x_big_abs;
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	219 cdf(kk) = 0.5 * (1 - betainc (xx(kk) ./ (n + xx(kk)), 1/2, n/2));
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	220
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	221 k &= (x > 0);
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	222 if (any (k(:)))
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	223 cdf(k) = 1 - cdf(k);
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	224 endif
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	225
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	226 k = isnan (x) \| !(n > 0);
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	227 cdf(k) = NaN;
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	228
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	229 k = (x == Inf) & (n > 0);
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	230 cdf(k) = 1;
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	231
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	232 endfunction
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	233
fdc9ce839afd maint: Remove statistics functions which have been shifted to Octave Forge package. Rik <rik@octave.org> parents: 24534 diff changeset	234
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	235 %!test
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	236 %! x = rand (5);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	237 %! r = corrcoef (x);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	238 %! assert (size (r) == [5, 5]);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	239
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	240 %!test
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	241 %! x = [1, 2, 3];
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	242 %! r = corrcoef (x);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	243 %! assert (size (r) == [1, 1]);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	244
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	245 %!assert (isnan (corrcoef ([])))
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	246 %!assert (isnan (corrcoef (NaN)))
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	247 %!assert (isnan (corrcoef (1)))
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	248
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	249 %!test
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	250 %! x = [NaN, NaN];
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	251 %! r = corrcoef (x);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	252 %! assert (size(r) == [1, 1] && isnan (r));
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	253
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	254 %!test
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	255 %! x = rand (5);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	256 %! [r, p] = corrcoef (x);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	257 %! assert (size (r) == [5, 5] && size (p) == [5 5]);
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	258 %! assert (diag (r), ones (5,1), eps);
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	259
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	260 %!test
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	261 %! x = rand (5,1);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	262 %! y = rand (5,1);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	263 %! R1 = corrcoef (x, y);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	264 %! R2 = corrcoef ([x, y]);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	265 %! assert (R1, R2);
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	266 %! R3 = corrcoef (x.', y.');
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	267 %! assert (R1, R3);
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	268
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	269 %!test
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	270 %! x = [1;2;3];
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	271 %! y = [1;2;3];
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	272 %! r = corrcoef (x, y);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	273 %! assert (r, ones (2,2));
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	274
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	275 %!test
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	276 %! x = [1;2;3];
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	277 %! y = [3;2;1];
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	278 %! r = corrcoef (x, y);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	279 %! assert (r, [1, -1; -1, 1]);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	280
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	281 %!test
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	282 %! x = [1;2;3];
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	283 %! y = [1;1;1];
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	284 %! r = corrcoef (x, y);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	285 %! assert (r, [1, NaN; NaN, 1]);
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	286
28896 90fea9cc9caa test: Add expected error message <Invalid call> to BIST tests for nargin. Rik <rik@octave.org> parents: 27923 diff changeset	287 %!error <Invalid call> corrcoef ()
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	288 %!error <parameter 1 must be a string> corrcoef (1, 2, 3)
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	289 %!error <parameter "alpha" missing value> corrcoef (1, 2, "alpha")
26238 71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	290 %!error <"alpha" must be a scalar> corrcoef (1,2, "alpha", "1")
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	291 %!error <"alpha" must be a scalar> corrcoef (1,2, "alpha", ones (2,2))
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	292 %!error <"alpha" must be a scalar between 0 and 1> corrcoef (1,2, "alpha", -1)
71d618146e4c corrcoef.m: Clean up function. Rik <rik@octave.org> parents: 25054 diff changeset	293 %!error <"alpha" must be a scalar between 0 and 1> corrcoef (1,2, "alpha", 2)
23273 87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	294 %!error <"rows" must be "all"...> corrcoef (1,2, "rows", "foobar")
87b6f3606fd4 corrcoef.m: New statistics function for Matlab compatibility (bug #47824). Guillaume Flandin parents: diff changeset	295 %!error <Unknown option "foobar"> corrcoef (1,2, "foobar", 1)

Mercurial > octave

annotate scripts/statistics/corrcoef.m @ 29359:7854d5752dd2