# Copyright (C) 1994 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, 675 Mass Ave, Cambridge, MA 02139, USA.

function retval = corrcoef (X, Y)

# 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).

# Written by Kurt Hornik (hornik@neuro.tuwien.ac.at) March 1993.
# Dept of Probability Theory and Statistics TU Wien, Austria.

  if (nargin < 1 || nargin > 2)
    error ("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