Mercurial > octave
view scripts/statistics/base/corrcoef.m @ 12656:6b2f14af2360
Overhaul functions in statistics/base directory.
Widen input validation to accept logicals.
Return correct class of output, e.g., 'single' depending on class of input.
Correct or add tests for above.
* center.m, cov.m, kendall.m, mean.m, meansq.m, median.m, mode.m, prctile.m,
quantile.m, ranks.m, run_count.m, runlength.m, spearman.m, statistics.m,
std.m, var.m, logistic_inv.m: Overhaul as described above
* corrcoef.m: Overhaul + remove input validation already done by cov().
* cor.m, logit.m, ppplot.m, table.m: Only align test blocks.
* gls.m, ols.m: Only correct class of output, no logical inputs for regression.
* histc.m: Only change spacing of code to be uniform.
* iqr.m: Overhaul + 2X speedup by calling empirical_inv just once.
* kurtosis.m: Overhaul + replace repmat instances with center().
* mahalanobis.m: Overhaul + use bsxfun for centering data.
* moment.m: Overhaul + replace repmat instances with center().
* probit.m, range.m: Redo input validation and add tests.
* skewness.m: Overhaul + replace repmat instances with center().
* zscore.m: Overhaul + replace repmat instances with center() + use bsxfun.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Sat, 07 May 2011 14:52:08 -0700 |
parents | fd0a3ac60b0e |
children |
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## Copyright (C) 1996-2011 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 3 of the License, 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, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} corrcoef (@var{x}) ## @deftypefnx {Function File} {} corrcoef (@var{x}, @var{y}) ## Compute matrix of correlation coefficients. ## ## If each row of @var{x} and @var{y} is an observation and each column is ## a variable, then the @w{(@var{i}, @var{j})-th} entry of ## @code{corrcoef (@var{x}, @var{y})} is the correlation between the ## @var{i}-th variable in @var{x} and the @var{j}-th variable in @var{y}. ## @tex ## $$ ## {\rm corrcoef}(x,y) = {{\rm cov}(x,y) \over {\rm std}(x) {\rm std}(y)} ## $$ ## @end tex ## @ifnottex ## ## @example ## corrcoef(x,y) = cov(x,y)/(std(x)*std(y)) ## @end example ## ## @end ifnottex ## If called with one argument, compute @code{corrcoef (@var{x}, @var{x})}, ## the correlation between the columns of @var{x}. ## @seealso{cov} ## @end deftypefn ## Author: Kurt Hornik <hornik@wu-wien.ac.at> ## Created: March 1993 ## Adapted-By: jwe function retval = corrcoef (x, y = []) if (nargin < 1 || nargin > 2) print_usage (); endif ## Input validation is done by cov.m. Don't repeat tests here ## Special case, scalar is always 100% correlated with itself if (isscalar (x)) if (isa (x, 'single')) retval = single (1); else retval = 1; endif return; endif ## No check for division by zero error, which happens only when ## there is a constant vector and should be rare. if (nargin == 2) c = cov (x, y); s = std (x)' * std (y); retval = c ./ s; else c = cov (x); s = sqrt (diag (c)); retval = c ./ (s * s'); endif endfunction %!test %! x = rand (10); %! cc1 = corrcoef (x); %! cc2 = corrcoef (x, x); %! assert (size (cc1) == [10, 10] && size (cc2) == [10, 10]); %! assert (cc1, cc2, sqrt (eps)); %!test %! x = [1:3]'; %! y = [3:-1:1]'; %! assert (corrcoef (x,y), -1, 5*eps) %! assert (corrcoef (x,flipud (y)), 1, 5*eps) %! assert (corrcoef ([x, y]), [1 -1; -1 1], 5*eps) %!test %! x = single ([1:3]'); %! y = single ([3:-1:1]'); %! assert (corrcoef (x,y), single (-1), 5*eps) %! assert (corrcoef (x,flipud (y)), single (1), 5*eps) %! assert (corrcoef ([x, y]), single ([1 -1; -1 1]), 5*eps) %!assert (corrcoef (5), 1); %!assert (corrcoef (single(5)), single(1)); %% Test input validation %!error corrcoef (); %!error corrcoef (1, 2, 3); %!error corrcoef ([1; 2], ["A", "B"]); %!error corrcoef (ones (2,2,2)); %!error corrcoef (ones (2,2), ones (2,2,2));