X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;f=octave_packages%2Fm%2Fdeprecated%2Fcorrcoef.m;fp=octave_packages%2Fm%2Fdeprecated%2Fcorrcoef.m;h=de46f1d2d7dd7ed2d95998c9bf9b24580824a5cd;hb=1c0469ada9531828709108a4882a751d2816994a;hp=0000000000000000000000000000000000000000;hpb=63de9f36673d49121015e3695f2c336ea92bc278;p=CreaPhase.git diff --git a/octave_packages/m/deprecated/corrcoef.m b/octave_packages/m/deprecated/corrcoef.m new file mode 100644 index 0000000..de46f1d --- /dev/null +++ b/octave_packages/m/deprecated/corrcoef.m @@ -0,0 +1,119 @@ +## Copyright (C) 1996-2012 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 +## . + +## -*- 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 +## Created: March 1993 +## Adapted-By: jwe + +function retval = corrcoef (x, y = []) + + persistent warned = false; + if (! warned) + warned = true; + warning ("Octave:deprecated-function", + "corrcoef is not equivalent to Matlab and will be removed from a future version of Octave; for similar functionality see corr"); + endif + + 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)); +