Mercurial > octave
view scripts/statistics/corrcoef.m @ 29949:f254c302bb9c
remove JIT compiler from Octave sources
As stated in the NEWS file entry added with this changeset, no one
has ever seriously taken on further development of the JIT compiler in
Octave since it was first added as part of a Google Summer of Code
project in 2012 and it still does nothing significant. It is out of
date with the default interpreter that walks the parse tree. Even
though we have fixed the configure script to disable it by default,
people still ask questions about how to build it, but it doesn’t seem
that they are doing that to work on it but because they think it will
make Octave code run faster (it never did, except for some extremely
simple bits of code as examples for demonstration purposes only).
* NEWS: Note change.
* configure.ac, acinclude.m4: Eliminate checks and macros related to
the JIT compiler and LLVM.
* basics.txi, install.txi, octave.texi, vectorize.txi: Remove mention
of JIT compiler and LLVM.
* jit-ir.cc, jit-ir.h, jit-typeinfo.cc, jit-typeinfo.h, jit-util.cc,
jit-util.h, pt-jit.cc, pt-jit.h: Delete.
* libinterp/parse-tree/module.mk: Update.
* Array-jit.cc: Delete.
* libinterp/template-inst/module.mk: Update.
* test/jit.tst: Delete.
* test/module.mk: Update.
* interpreter.cc (interpreter::interpreter): Don't check options for
debug_jit or jit_compiler.
* toplev.cc (F__octave_config_info__): Remove JIT compiler and LLVM
info from struct.
* ov-base.h (octave_base_value::grab, octave_base_value::release):
Delete.
* ov-builtin.h, ov-builtin.cc (octave_builtin::to_jit,
octave_builtin::stash_jit): Delete.
(octave_builtin::m_jtype): Delete data member and all uses.
* ov-usr-fcn.h, ov-usr-fcn.cc (octave_user_function::m_jit_info):
Delete data member and all uses.
(octave_user_function::get_info, octave_user_function::stash_info): Delete.
* options.h (DEBUG_JIT_OPTION, JIT_COMPILER_OPTION): Delete macro
definitions and all uses.
* octave.h, octave.cc (cmdline_options::cmdline_options): Don't handle
DEBUG_JIT_OPTION, JIT_COMPILER_OPTION): Delete.
(cmdline_options::debug_jit, cmdline_options::jit_compiler): Delete
functions and all uses.
(cmdline_options::m_debug_jit, cmdline_options::m_jit_compiler): Delete
data members and all uses.
(octave_getopt_options long_opts): Remove "debug-jit" and
"jit-compiler" from the list.
* pt-eval.cc (tree_evaluator::visit_simple_for_command,
tree_evaluator::visit_complex_for_command,
tree_evaluator::visit_while_command,
tree_evaluator::execute_user_function): Eliminate JIT compiler code.
* pt-loop.h, pt-loop.cc (tree_while_command::get_info,
tree_while_command::stash_info, tree_simple_for_command::get_info,
tree_simple_for_command::stash_info): Delete functions and all uses.
(tree_while_command::m_compiled, tree_simple_for_command::m_compiled):
Delete member variable and all uses.
* usage.h (usage_string, octave_print_verbose_usage_and_exit): Remove
[--debug-jit] and [--jit-compiler] from the message.
* Array.h (Array<T>::Array): Remove constructor that was only intended
to be used by the JIT compiler.
(Array<T>::jit_ref_count, Array<T>::jit_slice_data,
Array<T>::jit_dimensions, Array<T>::jit_array_rep): Delete.
* Marray.h (MArray<T>::MArray): Remove constructor that was only
intended to be used by the JIT compiler.
* NDArray.h (NDArray::NDarray): Remove constructor that was only
intended to be used by the JIT compiler.
* dim-vector.h (dim_vector::to_jit): Delete.
(dim_vector::dim_vector): Remove constructor that was only intended to
be used by the JIT compiler.
* codeql-analysis.yaml, make.yaml: Don't require llvm-dev.
* subst-config-vals.in.sh, subst-cross-config-vals.in.sh: Don't
substitute OCTAVE_CONF_LLVM_CPPFLAGS, OCTAVE_CONF_LLVM_LDFLAGS, or
OCTAVE_CONF_LLVM_LIBS.
* Doxyfile.in: Don't define HAVE_LLVM.
* aspell-octave.en.pws: Eliminate jit, JIT, and LLVM from the list of
spelling exceptions.
* build-env.h, build-env.in.cc (LLVM_CPPFLAGS, LLVM_LDFLAGS,
LLVM_LIBS): Delete variables and all uses.
* libinterp/corefcn/module.mk (%canon_reldir%_libcorefcn_la_CPPFLAGS):
Remove $(LLVM_CPPFLAGS) from the list.
* libinterp/parse-tree/module.mk (%canon_reldir%_libparse_tree_la_CPPFLAGS):
Remove $(LLVM_CPPFLAGS) from the list.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 10 Aug 2021 16:42:29 -0400 |
parents | 7854d5752dd2 |
children | 796f54d4ddbf |
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######################################################################## ## ## Copyright (C) 2016-2021 The Octave Project Developers ## ## See the file COPYRIGHT.md in the top-level directory of this ## distribution or <https://octave.org/copyright/>. ## ## 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 ## <https://www.gnu.org/licenses/>. ## ######################################################################## ## -*- texinfo -*- ## @deftypefn {} {@var{r} =} corrcoef (@var{x}) ## @deftypefnx {} {@var{r} =} corrcoef (@var{x}, @var{y}) ## @deftypefnx {} {@var{r} =} corrcoef (@dots{}, @var{param}, @var{value}, @dots{}) ## @deftypefnx {} {[@var{r}, @var{p}] =} corrcoef (@dots{}) ## @deftypefnx {} {[@var{r}, @var{p}, @var{lci}, @var{hci}] =} corrcoef (@dots{}) ## Compute a matrix of correlation coefficients. ## ## @var{x} is an array where each column contains a variable and each row is ## an observation. ## ## If a second input @var{y} (of the same size as @var{x}) is given then ## calculate the correlation coefficients between @var{x} and @var{y}. ## ## @var{param}, @var{value} are optional pairs of parameters and values which ## modify the calculation. Valid options are: ## ## @table @asis ## @item @qcode{"alpha"} ## Confidence level used for the bounds of the confidence interval, @var{lci} ## and @var{hci}. Default is 0.05, i.e., 95% confidence interval. ## ## @item @qcode{"rows"} ## Determine processing of NaN values. Acceptable values are @qcode{"all"}, ## @qcode{"complete"}, and @qcode{"pairwise"}. Default is @qcode{"all"}. ## With @qcode{"complete"}, only the rows without NaN values are considered. ## With @qcode{"pairwise"}, the selection of NaN-free rows is made for each ## pair of variables. ## @end table ## ## Output @var{r} is a matrix of Pearson's product moment correlation ## coefficients for each pair of variables. ## ## Output @var{p} is a matrix of pair-wise p-values testing for the null ## hypothesis of a correlation coefficient of zero. ## ## Outputs @var{lci} and @var{hci} are matrices containing, respectively, the ## lower and higher bounds of the 95% confidence interval of each correlation ## coefficient. ## @seealso{corr, cov} ## @end deftypefn ## FIXME: It would be good to add a definition of the calculation method ## for a Pearson product moment correlation to the documentation. function [r, p, lci, hci] = corrcoef (x, varargin) if (nargin == 0) print_usage (); endif alpha = 0.05; rows = "all"; if (nargin > 1) ## Check for matrix argument y if (isnumeric (varargin{1})) y = varargin{1}; nx = numel (x); ny = numel (y); if (nx > 0 && ny > 0 && nx != ny) error ("corrcoef: X and Y must be the same size"); endif x = [x(:), y(:)]; varargin(1) = []; endif ## Check for Parameter/Value arguments for i = 1:2:numel (varargin) if (! ischar (varargin{i})) error ("corrcoef: parameter %d must be a string", i); endif parameter = varargin{i}; if (i+1 > numel (varargin)) error ('corrcoef: parameter "%s" missing value', parameter); endif value = varargin{i+1}; switch (tolower (parameter)) case "alpha" if (isnumeric (value) && isscalar (value) && value >= 0 && value <= 1) alpha = value; else error ('corrcoef: "alpha" must be a scalar between 0 and 1'); endif case "rows" if (! ischar (value)) error ('corrcoef: "rows" value must be a string'); endif value = tolower (value); switch (value) case {"all", "complete", "pairwise"} rows = value; otherwise error ('corrcoef: "rows" must be "all", "complete", or "pairwise"'); endswitch otherwise error ('corrcoef: Unknown option "%s"', parameter); endswitch endfor endif if (strcmp (rows, "complete")) x(any (isnan (x), 2), :) = []; endif if (isempty (x) || isscalar (x)) r = p = lci = hci = NaN; return; endif ## Flags for calculation pairwise = strcmp (rows, "pairwise"); calc_pval = nargout > 1; if (isrow (x)) x = x(:); endif [m, n] = size (x); r = eye (n); if (calc_pval) p = eye (n); endif if (strcmp (rows, "pairwise")) mpw = m * ones (n); endif for i = 1:n if (! pairwise && any (isnan (x(:,i)))) r(i,i) = NaN; if (nargout > 1) p(i,i) = NaN; endif endif for j = i+1:n xi = x(:,i); xj = x(:,j); if (pairwise) idx = any (isnan ([xi xj]), 2); xi(idx) = xj(idx) = []; mpw(i,j) = mpw(j,i) = m - nnz (idx); endif r(i,j) = r(j,i) = corr (xi, xj); if (calc_pval) df = m - 2; stat = sqrt (df) * r(i,j) / sqrt (1 - r(i,j)^2); cdf = tcdf (stat, df); p(i,j) = p(j,i) = 2 * min (cdf, 1 - cdf); endif endfor endfor if (nargout > 2) if (pairwise) m = mpw; endif CI = sqrt (2) * erfinv (1-alpha) ./ sqrt (m-3); lci = tanh (atanh (r) - CI); hci = tanh (atanh (r) + CI); endif endfunction ## Compute cumulative distribution function for T distribution. function cdf = tcdf (x, n) if (iscomplex (x)) error ("tcdf: X must not be complex"); endif if (isa (x, "single")) cdf = zeros (size (x), "single"); else cdf = zeros (size (x)); endif k = ! isinf (x) & (n > 0); xx = x .^ 2; x_big_abs = (xx > n); ## deal with the case "abs(x) big" kk = k & x_big_abs; cdf(kk) = betainc (n ./ (n + xx(kk)), n/2, 1/2) / 2; ## deal with the case "abs(x) small" kk = k & ! x_big_abs; cdf(kk) = 0.5 * (1 - betainc (xx(kk) ./ (n + xx(kk)), 1/2, n/2)); k &= (x > 0); if (any (k(:))) cdf(k) = 1 - cdf(k); endif k = isnan (x) | !(n > 0); cdf(k) = NaN; k = (x == Inf) & (n > 0); cdf(k) = 1; endfunction %!test %! x = rand (5); %! r = corrcoef (x); %! assert (size (r) == [5, 5]); %!test %! x = [1, 2, 3]; %! r = corrcoef (x); %! assert (size (r) == [1, 1]); %!assert (isnan (corrcoef ([]))) %!assert (isnan (corrcoef (NaN))) %!assert (isnan (corrcoef (1))) %!test %! x = [NaN, NaN]; %! r = corrcoef (x); %! assert (size(r) == [1, 1] && isnan (r)); %!test %! x = rand (5); %! [r, p] = corrcoef (x); %! assert (size (r) == [5, 5] && size (p) == [5 5]); %! assert (diag (r), ones (5,1), eps); %!test %! x = rand (5,1); %! y = rand (5,1); %! R1 = corrcoef (x, y); %! R2 = corrcoef ([x, y]); %! assert (R1, R2); %! R3 = corrcoef (x.', y.'); %! assert (R1, R3); %!test %! x = [1;2;3]; %! y = [1;2;3]; %! r = corrcoef (x, y); %! assert (r, ones (2,2)); %!test %! x = [1;2;3]; %! y = [3;2;1]; %! r = corrcoef (x, y); %! assert (r, [1, -1; -1, 1]); %!test %! x = [1;2;3]; %! y = [1;1;1]; %! r = corrcoef (x, y); %! assert (r, [1, NaN; NaN, 1]); %!error <Invalid call> corrcoef () %!error <parameter 1 must be a string> corrcoef (1, 2, 3) %!error <parameter "alpha" missing value> corrcoef (1, 2, "alpha") %!error <"alpha" must be a scalar> corrcoef (1,2, "alpha", "1") %!error <"alpha" must be a scalar> corrcoef (1,2, "alpha", ones (2,2)) %!error <"alpha" must be a scalar between 0 and 1> corrcoef (1,2, "alpha", -1) %!error <"alpha" must be a scalar between 0 and 1> corrcoef (1,2, "alpha", 2) %!error <"rows" must be "all"...> corrcoef (1,2, "rows", "foobar") %!error <Unknown option "foobar"> corrcoef (1,2, "foobar", 1)