1 ## Copyright (C) 2000 Kai Habel
3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2 of the License, or
6 ## (at your option) any later version.
8 ## This program is distributed in the hope that it will be useful,
9 ## but WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
11 ## GNU General Public License for more details.
13 ## You should have received a copy of the GNU General Public License
14 ## along with this program; If not, see <http://www.gnu.org/licenses/>.
17 ## @deftypefn {Function File} @var{r} = corr2 (@var{I},@var{J})
18 ## Returns the correlation coefficient between @var{I} and @var{j}.
19 ## @var{I}, @var{J} must be real type matrices or vectors of same size.
20 ## @seealso{cov, std2}
25 ## Author: Kai Habel <kai.habel@gmx.de>
28 function r = corr2 (I, J)
34 if (!(ismatrix (I) && isreal (I) && ismatrix (J) && isreal (J)))
35 error ("corr2: argument must be a real type matrix");
38 if (!size_equal (I, J))
39 error ("corr2: arguments must be of same size")
42 r = cov (I (:), J (:)) / (std2 (I) * std2 (J));