update packages

[CreaPhase.git] / octave_packages / m / statistics / base / corr.m

diff --git a/octave_packages/m/statistics/base/corr.m b/octave_packages/m/statistics/base/corr.m
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+## 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
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn  {Function File} {} corr (@var{x})
+## @deftypefnx {Function File} {} corr (@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{corr (@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
+## $$
+## {\rm corr}(x,y) = {{\rm cov}(x,y) \over {\rm std}(x) {\rm std}(y)}
+## $$
+## @end tex
+## @ifnottex
+##
+## @example
+## corr (x,y) = cov (x,y) / (std (x) * std (y))
+## @end example
+##
+## @end ifnottex
+## If called with one argument, compute @code{corr (@var{x}, @var{x})},
+## the correlation between the columns of @var{x}.
+## @seealso{cov}
+## @end deftypefn
+
+## Author: Kurt Hornik <hornik@wu-wien.ac.at>
+## Created: March 1993
+## Adapted-By: jwe
+
+function retval = corr (x, y = [])
+
+  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 = corr (x);
+%! cc2 = corr (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 (corr (x,y), -1, 5*eps)
+%! assert (corr (x,flipud (y)), 1, 5*eps)
+%! assert (corr ([x, y]), [1 -1; -1 1], 5*eps)
+
+%!test
+%! x = single ([1:3]');
+%! y = single ([3:-1:1]');
+%! assert (corr (x,y), single (-1), 5*eps)
+%! assert (corr (x,flipud (y)), single (1), 5*eps)
+%! assert (corr ([x, y]), single ([1 -1; -1 1]), 5*eps)
+
+%!assert (corr (5), 1);
+%!assert (corr (single(5)), single(1));
+
+%% Test input validation
+%!error corr ();
+%!error corr (1, 2, 3);
+%!error corr ([1; 2], ["A", "B"]);
+%!error corr (ones (2,2,2));
+%!error corr (ones (2,2), ones (2,2,2));
+