Programmer Guide/Command Reference/EVAL/corr - Revision history

193.171.195.48 at 09:27, 21 April 2011

2011-04-21T09:27:46Z

← Older revision		Revision as of 11:27, 21 April 2011
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	Compute the correlation coefficient or the correlcation matrix.		Compute the correlation coefficient or the correlcation matrix.
	----		----
	;Usage 1: ~~'''~~<code>corr(''x''<sub>vector</sub>, ''y''<sub>vector</sub>)</code>~~'''~~		;Usage 1: <code>corr(''x''<sub>vector</sub>, ''y''<sub>vector</sub>)</code>
	;Result 1: The correlecation coefficient ''r'' (product-moment correlation) of the vectors ''x'' and ''y''.		;Result 1: The correlecation coefficient ''r'' (product-moment correlation) of the vectors ''x'' and ''y''.
	:<code>''r'' = var(''x'', ''y'') / sqrt( var(''x'') * var(''y'') )</code>		:<code>''r'' = var(''x'', ''y'') / sqrt( var(''x'') * var(''y'') )</code>
	----		----
	;Usage 2: ~~'''~~<code>corr(''x''<sub>matrix</sub>)</code>~~'''~~		;Usage 2: <code>corr(''x''<sub>matrix</sub>)</code>
	:'''<code>corr(''x''<sub>matrix</sub>, ''y''<sub>scalar</sub>)</code>'''		:'''<code>corr(''x''<sub>matrix</sub>, ''y''<sub>scalar</sub>)</code>'''
	:'''<code>corr(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>'''		:'''<code>corr(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>'''
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	:<code>''r''[i,j] = var(''x[,i]'', ''x''[,j]) / sqrt( var(''x''[,i]) var(''x''[*,j]) ) , with: i,j = 0..ncol(''x'')-1</code>		:<code>''r''[i,j] = var(''x[,i]'', ''x''[,j]) / sqrt( var(''x''[,i]) var(''x''[*,j]) ) , with: i,j = 0..ncol(''x'')-1</code>
	:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].		:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].
			----
	;See also: [[../avr\|avr]], [[../dev\|dev]], [[../var\|var]], [[../corrfun\|corrfun]], [[../svd\|svd]]		;See also: [[../avr\|avr]], [[../dev\|dev]], [[../var\|var]], [[../corrfun\|corrfun]], [[../svd\|svd]]

	[[../#Functions\|<function list>]]		[[../#Functions\|<function list>]]

193.171.195.48 at 06:48, 21 April 2011

2011-04-21T06:48:36Z

← Older revision		Revision as of 08:48, 21 April 2011
Line 13:		Line 13:
	:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].		:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].

	;See also: [[../avr\|avr]], [[../dev\|dev]], [[../var\|var]], [[../corrfun\|corrfun]], [[../svd/svd]]		;See also: [[../avr\|avr]], [[../dev\|dev]], [[../var\|var]], [[../corrfun\|corrfun]], [[../svd\|svd]]

	[[../#Functions\|<function list>]]		[[../#Functions\|<function list>]]

193.171.195.48 at 06:48, 21 April 2011

2011-04-21T06:48:08Z

← Older revision		Revision as of 08:48, 21 April 2011
Line 13:		Line 13:
	:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].		:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].

	;See also: [[../avr\|avr]], [[../dev\|dev]], [[../var\|var]], [[../corrfun\|corrfun]]		;See also: [[../avr\|avr]], [[../dev\|dev]], [[../var\|var]], [[../corrfun\|corrfun]], [[../svd/svd]]

	[[../#Functions\|<function list>]]		[[../#Functions\|<function list>]]

193.171.195.48 at 06:47, 21 April 2011

2011-04-21T06:47:51Z

← Older revision		Revision as of 08:47, 21 April 2011
Line 13:		Line 13:
	:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].		:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].

	;See also: [[~~Programmer_Guide/Command_Reference/EVAL~~/avr\|avr]], [[~~Programmer_Guide/Command_Reference/EVAL~~/dev\|dev]], [[~~Programmer_Guide/Command_Reference/EVAL~~/var\|var]], [[~~Programmer_Guide/Command_Reference/EVAL~~/corrfun\|corrfun]]		;See also: [[../avr\|avr]], [[../dev\|dev]], [[../var\|var]], [[../corrfun\|corrfun]]

	[[~~Programmer_Guide~~/~~Command_Reference/EVAL~~#Functions\|<function list>]]		[[../#Functions\|<function list>]]

193.171.195.48 at 13:10, 8 April 2011

2011-04-08T13:10:58Z

← Older revision		Revision as of 15:10, 8 April 2011
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	Compute the correlation coefficient or the correlcation matrix.		Compute the correlation coefficient or the correlcation matrix.
	----		----
	;Usage 1: '''<code>~~var~~(''x''<sub>vector</sub>, ''y''<sub>vector</sub>)</code>'''		;Usage 1: '''<code>corr(''x''<sub>vector</sub>, ''y''<sub>vector</sub>)</code>'''
	;Result 1: The correlecation coefficient ''r'' (product-moment correlation) of the vectors ''x'' and ''y''.		;Result 1: The correlecation coefficient ''r'' (product-moment correlation) of the vectors ''x'' and ''y''.
	:<code>''r'' = var(''x'', ''y'') / sqrt( var(''x'') * var(''y'') )</code>		:<code>''r'' = var(''x'', ''y'') / sqrt( var(''x'') * var(''y'') )</code>
	----		----
	;Usage 2: '''<code>~~var~~(''x''<sub>matrix</sub>)</code>'''		;Usage 2: '''<code>corr(''x''<sub>matrix</sub>)</code>'''
	:'''<code>~~var~~(''x''<sub>matrix</sub>, ''y''<sub>scalar</sub>)</code>'''		:'''<code>corr(''x''<sub>matrix</sub>, ''y''<sub>scalar</sub>)</code>'''
	:'''<code>~~var~~(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>'''		:'''<code>corr(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>'''
	;Result 2: The correlation matrix ''r'' of the column vectors of ''x''.		;Result 2: The correlation matrix ''r'' of the column vectors of ''x''.
	:<code>''r''[i,j] = var(''x[,i]'', ''x''[,j]) / sqrt( var(''x''[,i]) var(''x''[*,j]) ) , with: i,j = 0..ncol(''x'')-1</code>		:<code>''r''[i,j] = var(''x[,i]'', ''x''[,j]) / sqrt( var(''x''[,i]) var(''x''[*,j]) ) , with: i,j = 0..ncol(''x'')-1</code>

193.171.195.48 at 13:06, 8 April 2011

2011-04-08T13:06:47Z

← Older revision		Revision as of 15:06, 8 April 2011
Line 13:		Line 13:
	:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].		:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var\|covariance matrix]].

	;See also: [[Programmer_Guide/Command_Reference/EVAL/avr\|avr]], [[Programmer_Guide/Command_Reference/EVAL/dev\|dev]], [[Programmer_Guide/Command_Reference/EVAL/var\|var]]		;See also: [[Programmer_Guide/Command_Reference/EVAL/avr\|avr]], [[Programmer_Guide/Command_Reference/EVAL/dev\|dev]], [[Programmer_Guide/Command_Reference/EVAL/var\|var]], [[Programmer_Guide/Command_Reference/EVAL/corrfun\|corrfun]]

	[[Programmer_Guide/Command_Reference/EVAL#Functions\|<function list>]]		[[Programmer_Guide/Command_Reference/EVAL#Functions\|<function list>]]

193.171.195.48 at 13:05, 8 April 2011

2011-04-08T13:05:34Z

@@ Line 11: / Line 11: @@
 ;Result 2: The correlation matrix ''r'' of the column vectors of ''x''.
 :<code>''r''[i,j] = var(''x[*,i]'', ''x''[*,j]) / sqrt( var(''x''[*,i]) * var(''x''[*,j]) ) , with: i,j = 0..ncol(''x'')-1</code>
-:The column averages a<sub>i=0..ncol(''x'')</sub> are computed as follows:
+:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var|covariance matrix]].
-;See also: [[Programmer_Guide/Command_Reference/EVAL/avr|avr]], [[Programmer_Guide/Command_Reference/EVAL/dev|dev]], [[Programmer_Guide/Command_Reference/EVAL/corr|corr]]
+;See also: [[Programmer_Guide/Command_Reference/EVAL/avr|avr]], [[Programmer_Guide/Command_Reference/EVAL/dev|dev]], [[Programmer_Guide/Command_Reference/EVAL/var|var]]
 [[Programmer_Guide/Command_Reference/EVAL#Functions|<function list>]]

193.171.195.48 at 12:51, 8 April 2011

2011-04-08T12:51:13Z

← Older revision		Revision as of 14:51, 8 April 2011
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	----		----
	;Usage 1: '''<code>var(''x''<sub>vector</sub>, ''y''<sub>vector</sub>)</code>'''		;Usage 1: '''<code>var(''x''<sub>vector</sub>, ''y''<sub>vector</sub>)</code>'''
	;Result 1: The correlecation coefficient ''r'' (product moment correlation) of the vectors ''x'' and ''y''.		;Result 1: The correlecation coefficient ''r'' (product-moment correlation) of the vectors ''x'' and ''y''.
	:<code>''r'' = var(''x'', ''y'') / sqrt( var(''x'')* var(''y'') )</code>		:<code>''r'' = var(''x'', ''y'') / sqrt( var(''x'') * var(''y'') )</code>
	----		----
	;Usage 3: '''<code>var(''x''<sub>matrix</sub>)</code>'''		;Usage 2: '''<code>var(''x''<sub>matrix</sub>)</code>'''
	:'''<code>var(''x''<sub>matrix</sub>, ''y''<sub>scalar</sub>)</code>'''		:'''<code>var(''x''<sub>matrix</sub>, ''y''<sub>scalar</sub>)</code>'''
	:'''<code>var(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>'''		:'''<code>var(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>'''
	;Result 3: The ~~covariance~~ matrix ''v'' of the column vectors of ''x''.		;Result 2: The correlation matrix ''r'' of the column vectors of ''x''.
	:<code>''~~v<sub>~~i,j~~</sub>~~'' ~~= sum<sub>k = 0..nrow(~~''x'')</~~sub>~~ ( (x~~<sub>k~~,i~~</sub>-a<sub>i</sub>~~) * ~~(x<sub>k,j</sub>-a<sub>j</sub>) ) / (nrow~~(''x'')-1) , with: i,j = 0..ncol(''x'')</code>		:<code>''r''[i,j] = var(''x[,i]'', ''x''[,j]) / sqrt( var(''x''[,i]) var(''x''[*,j]) ) , with: i,j = 0..ncol(''x'')-1</code>
	:The column averages a<sub>i=0..ncol(''x'')</sub> are computed as follows:		:The column averages a<sub>i=0..ncol(''x'')</sub> are computed as follows:
	::{\|class="einrahmen"		::{\|class="einrahmen"

193.171.195.48 at 12:39, 8 April 2011

2011-04-08T12:39:36Z

← Older revision		Revision as of 14:39, 8 April 2011
Line 1:		Line 1:
			{{DISPLAYTITLE:{{SUBPAGENAME}}}}
			Compute the correlation coefficient or the correlcation matrix.
			----
			;Usage 1: '''<code>var(''x''<sub>vector</sub>, ''y''<sub>vector</sub>)</code>'''
			;Result 1: The correlecation coefficient ''r'' (product moment correlation) of the vectors ''x'' and ''y''.
			:<code>''r'' = var(''x'', ''y'') / sqrt( var(''x'')* var(''y'') )</code>
			----
			;Usage 3: '''<code>var(''x''<sub>matrix</sub>)</code>'''
			:'''<code>var(''x''<sub>matrix</sub>, ''y''<sub>scalar</sub>)</code>'''
			:'''<code>var(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>'''
			;Result 3: The covariance matrix ''v'' of the column vectors of ''x''.
			:<code>''v<sub>i,j</sub>'' = sum<sub>k = 0..nrow(''x'')</sub> ( (x<sub>k,i</sub>-a<sub>i</sub>) * (x<sub>k,j</sub>-a<sub>j</sub>) ) / (nrow(''x'')-1) , with: i,j = 0..ncol(''x'')</code>
			:The column averages a<sub>i=0..ncol(''x'')</sub> are computed as follows:
			::{\|class="einrahmen"
			\|''y'' not supplied \|\| a<sub>i</sub> = avr(''x''<sub>*,i</sub>)
			\|-
			\|''y''<sub>scalar</sub> \|\| a<sub>i</sub> = ''y''
			\|-
			\|''y''<sub>vector</sub> \|\| a<sub>i</sub> = ''y''<sub>i</sub>
			\|-
			\|}

			;See also: [[Programmer_Guide/Command_Reference/EVAL/avr\|avr]], [[Programmer_Guide/Command_Reference/EVAL/dev\|dev]], [[Programmer_Guide/Command_Reference/EVAL/corr\|corr]]

			[[Programmer_Guide/Command_Reference/EVAL#Functions\|<function list>]]



	{{DISPLAYTITLE:{{SUBPAGENAME}}}}		{{DISPLAYTITLE:{{SUBPAGENAME}}}}
	=====corr=====		=====corr=====

Admin: 1 revision: Initial import

2010-11-18T16:31:40Z

1 revision: Initial import

← Older revision	Revision as of 18:31, 18 November 2010
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