octave: scripts/statistics/corr.m annotate

annotate scripts/statistics/corr.m @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.

author	John W. Eaton <jwe@octave.org>
date	Tue, 28 Dec 2021 18:22:40 -0500
parents	7854d5752dd2
children	5d3faba0342e

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 ##
30564 796f54d4ddbf update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	3 ## Copyright (C) 1996-2022 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/>.
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	7 ##
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	8 ## This file is part of Octave.
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	9 ##
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 24512 diff changeset	10 ## Octave is free software: you can redistribute it and/or modify it
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> 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: 24512 diff changeset	12 ## the Free Software Foundation, either version 3 of the License, or
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	13 ## (at your option) any later version.
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	14 ##
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	15 ## Octave is distributed in the hope that it will be useful, but
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	18 ## GNU General Public License for more details.
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	19 ##
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	20 ## You should have received a copy of the GNU General Public License
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> 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: 24512 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 ########################################################################
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	25
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	26 ## -- texinfo --
20852 516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 19833 diff changeset	27 ## @deftypefn {} {} corr (@var{x})
516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 19833 diff changeset	28 ## @deftypefnx {} {} corr (@var{x}, @var{y})
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	29 ## Compute matrix of correlation coefficients.
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	30 ##
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	31 ## If each row of @var{x} and @var{y} is an observation and each column is
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	32 ## a variable, then the @w{(@var{i}, @var{j})-th} entry of
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	33 ## @code{corr (@var{x}, @var{y})} is the correlation between the
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	34 ## @var{i}-th variable in @var{x} and the @var{j}-th variable in @var{y}.
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	35 ## @tex
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	36 ## $$
24511 4f0e6ee6c9b8 Make documentation Sec 26.1 more consistent and Sec 25.4 clearer (bug #52685) Daniel J Sebald <daniel.sebald@ieee.org> parents: 23219 diff changeset	37 ## {\rm corr}(x,y) = {{\rm cov}(x,y) \over {\rm std}(x) \, {\rm std}(y)}
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	38 ## $$
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	39 ## @end tex
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	40 ## @ifnottex
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	41 ##
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	42 ## @example
24511 4f0e6ee6c9b8 Make documentation Sec 26.1 more consistent and Sec 25.4 clearer (bug #52685) Daniel J Sebald <daniel.sebald@ieee.org> parents: 23219 diff changeset	43 ## corr (@var{x},@var{y}) = cov (@var{x},@var{y}) / (std (@var{x}) * std (@var{y}))
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	44 ## @end example
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	45 ##
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	46 ## @end ifnottex
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	47 ## If called with one argument, compute @code{corr (@var{x}, @var{x})},
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	48 ## the correlation between the columns of @var{x}.
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	49 ## @seealso{cov}
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	50 ## @end deftypefn
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	51
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	52 function retval = corr (x, y = [])
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	53
28789 28de41192f3c Eliminate unneeded verification of nargin, nargout in m-files. Rik <rik@octave.org> parents: 27985 diff changeset	54 if (nargin < 1)
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	55 print_usage ();
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	56 endif
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	57
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	58 ## Input validation is done by cov.m. Don't repeat tests here
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	59
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	60 ## Special case, scalar is always 100% correlated with itself
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	61 if (isscalar (x))
14336 34af9f9ff98b Use Octave coding conventions (double-quote " in preference to single quote ') Rik <octave@nomad.inbox5.com> parents: 14327 diff changeset	62 if (isa (x, "single"))
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	63 retval = single (1);
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	64 else
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	65 retval = 1;
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	66 endif
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	67 return;
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	68 endif
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	69
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	70 ## No check for division by zero error, which happens only when
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	71 ## there is a constant vector and should be rare.
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	72 if (nargin == 2)
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	73 c = cov (x, y);
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	74 s = std (x)' * std (y);
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	75 retval = c ./ s;
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	76 else
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	77 c = cov (x);
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	78 s = sqrt (diag (c));
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	79 retval = c ./ (s * s');
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	80 endif
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	81
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	82 endfunction
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	83
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	84
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	85 %!test
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	86 %! x = rand (10);
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	87 %! cc1 = corr (x);
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	88 %! cc2 = corr (x, x);
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	89 %! assert (size (cc1) == [10, 10] && size (cc2) == [10, 10]);
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	90 %! assert (cc1, cc2, sqrt (eps));
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	91
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	92 %!test
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	93 %! x = [1:3]';
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	94 %! y = [3:-1:1]';
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	95 %! assert (corr (x, y), -1, 5*eps);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	96 %! assert (corr (x, flipud (y)), 1, 5*eps);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	97 %! assert (corr ([x, y]), [1 -1; -1 1], 5*eps);
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	98
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	99 %!test
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	100 %! x = single ([1:3]');
cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	101 %! y = single ([3:-1:1]');
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	102 %! assert (corr (x, y), single (-1), 5*eps);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	103 %! assert (corr (x, flipud (y)), single (1), 5*eps);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	104 %! assert (corr ([x, y]), single ([1 -1; -1 1]), 5*eps);
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	105
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	106 %!assert (corr (5), 1)
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	107 %!assert (corr (single (5)), single (1))
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: diff changeset	108
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	109 ## Test input validation
28886 d8318c12d903 test: remove unnecessary BIST tests in m-files checking for excessive number of inputs. Rik <rik@octave.org> parents: 28789 diff changeset	110 %!error <Invalid call> corr ()
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	111 %!error corr ([1; 2], ["A", "B"])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	112 %!error corr (ones (2,2,2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	113 %!error corr (ones (2,2), ones (2,2,2))

Mercurial > octave

annotate scripts/statistics/corr.m @ 30564:796f54d4ddbf stable