Mercurial > octave
view scripts/statistics/corrcoef.m @ 283:f3ce570869fc
[project @ 1994-01-10 20:29:54 by jwe]
Initial revision
author | jwe |
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date | Mon, 10 Jan 1994 20:30:01 +0000 |
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children | 3c23b8ea9099 |
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# Copyright (C) 1993 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