X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fnan-2.5.5%2Fcov.m;fp=octave_packages%2Fnan-2.5.5%2Fcov.m;h=49de7634dfa0cfa387e56f7632e52082411cbc22;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05

diff --git a/octave_packages/nan-2.5.5/cov.m b/octave_packages/nan-2.5.5/cov.m
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+function CC = cov(X,Y,Mode)
+% COV covariance matrix
+% X and Y can contain missing values encoded with NaN.
+% NaN's are skipped, NaN do not result in a NaN output. 
+% The output gives NaN only if there are insufficient input data
+% The mean is removed from the data. 
+% 
+% Remark: for data contains missing values, the resulting 
+% matrix might not be positiv definite, and its elements have magnitudes
+% larger than one. This ill-behavior is more likely for small sample 
+% sizes, but there is no garantee that the result "behaves well" for larger
+% sample sizes. If you want the a "well behaved" result (i.e. positive 
+% definiteness and magnitude of elements not larger than 1), use CORRCOEF. 
+% However, COV is faster than CORRCOEF and might be good enough in some cases.
+%
+% C = COV(X [,Mode]);
+%      calculates the (auto-)correlation matrix of X
+% C = COV(X,Y [,Mode]);
+%      calculates the crosscorrelation between X and Y. 
+%      C(i,j) is the correlation between the i-th and jth 
+%      column of X and Y, respectively. 
+%   NOTE: Octave and Matlab have (in some special cases) incompatible implemenations. 
+%       This implementation follows Octave. If the result could be ambigous or  
+%       incompatible, a warning will be presented in Matlab. To avoid this warning use: 
+%       a) use COV([X(:),Y(:)]) if you want the traditional Matlab result. 
+%       b) use C = COV([X,Y]), C = C(1:size(X,2),size(X,2)+1:size(C,2)); if you want to be compatible with this software.  
+%
+% Mode = 0 [default] scales C by (N-1)
+% Mode = 1 scales C by N. 
+%
+% see also: COVM, COR, CORRCOEF, SUMSKIPNAN
+%
+% REFERENCES:
+% http://mathworld.wolfram.com/Covariance.html
+
+%	$Id: cov.m 9803 2012-03-09 20:03:49Z schloegl $
+%	Copyright (C) 2000-2003,2005,2009,2011,2012 by Alois Schloegl <alois.schloegl@ist.ac.at>	
+%       This function is part of the NaN-toolbox 
+%       http://pub.ist.ac.at/~schloegl/matlab/NaN/
+
+%    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 of the License, 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 program; If not, see <http://www.gnu.org/licenses/>.
+
+
+if nargin==1
+        Mode = 0;
+        Y = [];
+elseif nargin==2,
+	% if all(size(Y)==1) & any(Y==[0,1]); 	% This is not compatible with octave 
+	% short-circuit evaluation is required  
+	% but for compatibility to matlab, && is avoided  
+	SW = all(size(Y)==1);
+	if SW, SW = any(Y==[0,1]); end;
+	if SW,
+		Mode = Y;
+                Y = [];
+        else
+                Mode = 0;        
+	end;
+elseif nargin==3, 
+		        
+else
+	fprintf(2,'Error COV: invalid number of arguments\n');
+end;
+
+if ~exist('OCTAVE_VERSION','builtin') && ~isempty(Y) && (size(X,2)+size(Y,2)~=2), 	
+        % COV in Matlab is differently defined than COV in Octave. 
+        % For compatibility reasons, this branch reflects the difference. 
+        fprintf(2,'Warning NaN/COV: This kind of use of COV is discouraged because it produces different results for Matlab and Octave. \n');
+        fprintf(2,'  (a) the traditional Matlab result can be obtained with:  C = COV([X(:),Y(:)]).\n');
+        fprintf(2,'  (b) the traditional Octave result can be obtained with:  C = COV([X,Y]); C = C(1:size(X,2),size(X,2)+1:size(C,2)).\n');
+
+        if numel(Y)~=numel(X),
+                error('The lengths of X and Y must match.');
+        end;
+        X = [X(:),Y(:)];
+        Y = [];
+end;
+
+if isempty(Y)
+	CC = covm(X,['D',int2str(Mode>0)]);	
+else        
+        CC = covm(X,Y,['D',int2str(Mode>0)]);	
+end;
+