## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program 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. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: cor (x [, y]) ## ## The (i,j)-th entry of cor (x, y) is the correlation between the i-th ## variable in x and the j-th variable in y. ## ## For matrices, each row is an observation and each column a variable; ## vectors are always observations and may be row or column vectors. ## ## cor (x) is cor (x, x). ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Compute correlations function retval = cor (x, y) if (nargin < 1 || nargin > 2) usage ("cor (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 = reshape (sqrt (diag (c)), 1, columns (c)); retval = c ./ (s' * s); endif endfunction

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