Mercurial > octave
view scripts/statistics/corrcoef.m @ 2312:204cc7db6f4a
[project @ 1996-07-11 21:20:36 by jwe]
author | jwe |
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date | Thu, 11 Jul 1996 21:20:36 +0000 |
parents | 2b5788792cad |
children | 5ca126254d15 |
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### Copyright (C) 1996 John W. Eaton ### ### This file is part of Octave. ### ### Octave is free software; you can redistribute it and/or modify it ### under the terms of the GNU General Public License as published by ### the Free Software Foundation; either version 2, or (at your option) ### any later version. ### ### Octave is distributed in the hope that it will be useful, but ### WITHOUT ANY WARRANTY; without even the implied warranty of ### MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ### General Public License for more details. ### ### You should have received a copy of the GNU General Public License ### along with Octave; see the file COPYING. If not, write to the Free ### Software Foundation, 59 Temple Place - Suite 330, Boston, MA ### 02111-1307, USA. ## usage: corrcoef (X [, Y]) ## ## If each row of X and Y is an observation and each column is a variable, ## the (i,j)-th entry of corrcoef(X, Y) is the correlation between the ## i-th variable in X and the j-th variable in Y. ## corrcoef(X) is corrcoef(X, X). ## Author: Kurt Hornik <hornik@ci.tuwien.ac.at> ## Created: March 1993 ## Adapted-By: jwe function retval = corrcoef (X, Y) if (nargin < 1 || nargin > 2) usage ("corrcoef (X [, Y])"); endif if (nargin == 2) C = cov (X, Y); S = std (X)' * std (Y); retval = C ./ S; elseif (nargin == 1) C = cov (X); s = diag (C); retval = C ./ sqrt (s*s'); endif endfunction