Programmer Guide/Command Reference/EVAL/corr: Difference between revisions

From STX Wiki
Jump to navigationJump to search
No edit summary
No edit summary
 
(6 intermediate revisions by the same user not shown)
Line 2: Line 2:
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>
: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]].
::{|class="einrahmen"
----
|''y'' not supplied || a<sub>i</sub> = avr(''x''<sub>*,i</sub>)
;See also: [[../avr|avr]], [[../dev|dev]], [[../var|var]], [[../corrfun|corrfun]], [[../svd|svd]]
|-
|''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}}}}
=====corr=====
 
The product moment correlation of the vector <var>x</var>v and <var>y</var>v.
 
=====Usage:=====
 
<code>corr(<var>x</var>v,<var>y</var>v)</code>
 
=====Return Type:=====


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

Latest revision as of 10:27, 21 April 2011

Compute the correlation coefficient or the correlcation matrix.

Usage 1
corr(xvector, yvector)
Result 1
The correlecation coefficient r (product-moment correlation) of the vectors x and y.
r = var(x, y) / sqrt( var(x) * var(y) )
Usage 2
corr(xmatrix)
corr(xmatrix, yscalar)
corr(xmatrix, yvector)
Result 2
The correlation matrix r of the column vectors of x.
r[i,j] = var(x[*,i], x[*,j]) / sqrt( var(x[*,i]) * var(x[*,j]) ) , with: i,j = 0..ncol(x)-1
If the argument y is supplied, it is used as column average like for the computation of the covariance matrix.
See also
avr, dev, var, corrfun, svd

<function list>

Retrieved from "https://mediawiki.kfs.oeaw.ac.at/stx/docs/wiki/index.php?title=Programmer_Guide/Command_Reference/EVAL/corr&oldid=3999"

Navigation menu

Personal tools