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[project @ 1994-01-10 20:29:54 by jwe] Initial revision
author jwe
date Mon, 10 Jan 1994 20:30:01 +0000
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children 3c23b8ea9099
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1 # Copyright (C) 1993 John W. Eaton
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2 #
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3 # This file is part of Octave.
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4 #
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5 # Octave is free software; you can redistribute it and/or modify it
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6 # under the terms of the GNU General Public License as published by the
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7 # Free Software Foundation; either version 2, or (at your option) any
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8 # later version.
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9 #
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10 # Octave is distributed in the hope that it will be useful, but WITHOUT
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11 # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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12 # FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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13 # for more details.
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14 #
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15 # You should have received a copy of the GNU General Public License
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16 # along with Octave; see the file COPYING. If not, write to the Free
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17 # Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
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18
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19 function retval = corrcoef (X, Y)
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20
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21 # usage: corrcoef (X [, Y])
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22 #
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23 # If each row of X and Y is an observation and each column is a variable,
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24 # the (i,j)-th entry of corrcoef(X, Y) is the correlation between the
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25 # i-th variable in X and the j-th variable in Y.
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26 # corrcoef(X) is corrcoef(X, X).
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27
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28 # Written by Kurt Hornik (hornik@neuro.tuwien.ac.at) March 1993.
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29 # Dept of Probability Theory and Statistics TU Wien, Austria.
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30
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31 if (nargin < 1 || nargin > 2)
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32 error ("usage: corrcoef (X [, Y])");
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33 endif
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34
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35 if (nargin == 2)
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36 C = cov (X, Y);
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37 S = std (X)' * std (Y);
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38 retval = C ./ S;
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39 elseif (nargin == 1)
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40 C = cov (X);
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41 s = diag (C);
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42 retval = C ./ sqrt (s*s');
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43 endif
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44
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45 endfunction