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comparison scripts/statistics/corrcoef.m @ 283:f3ce570869fc

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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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282:ea306e13ce22 283:f3ce570869fc
1 # Copyright (C) 1993 John W. Eaton
2 #
3 # This file is part of Octave.
4 #
5 # Octave is free software; you can redistribute it and/or modify it
6 # under the terms of the GNU General Public License as published by the
7 # Free Software Foundation; either version 2, or (at your option) any
8 # later version.
9 #
10 # Octave is distributed in the hope that it will be useful, but WITHOUT
11 # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
12 # FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
13 # for more details.
14 #
15 # You should have received a copy of the GNU General Public License
16 # along with Octave; see the file COPYING. If not, write to the Free
17 # Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
18
19 function retval = corrcoef (X, Y)
20
21 # usage: corrcoef (X [, Y])
22 #
23 # If each row of X and Y is an observation and each column is a variable,
24 # the (i,j)-th entry of corrcoef(X, Y) is the correlation between the
25 # i-th variable in X and the j-th variable in Y.
26 # corrcoef(X) is corrcoef(X, X).
27
28 # Written by Kurt Hornik (hornik@neuro.tuwien.ac.at) March 1993.
29 # Dept of Probability Theory and Statistics TU Wien, Austria.
30
31 if (nargin < 1 || nargin > 2)
32 error ("usage: corrcoef (X [, Y])");
33 endif
34
35 if (nargin == 2)
36 C = cov (X, Y);
37 S = std (X)' * std (Y);
38 retval = C ./ S;
39 elseif (nargin == 1)
40 C = cov (X);
41 s = diag (C);
42 retval = C ./ sqrt (s*s');
43 endif
44
45 endfunction