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| Rev | Author | Line No. | Line |
|---|---|---|---|
| 20 | reyssat | 1 | !if $wims_read_parm!=slib_header |
| 2 | !goto proc |
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| 3 | !endif |
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| 4 | slib_title=Matrix of correlation |
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| 5 | slib_parms=1\ |
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| 6 | ,[datax;datay] or [datax],[datay] |
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| 7 | slib_author=Bernadette PERRIN-RIOU |
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| 8 | slib_out=matrix of standard correlation c_i,j/sqrt(c_i,i*c_j,j) \ |
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| 9 | where the c_i,j are the coefficients of covariance matrix |
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| 10 | slib_synomyme = |
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| 11 | slib_comment=Data can be recognized under many formats, \ |
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| 12 | in particular as a matrix. |
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| 13 | slib_example =[1,2,-4],[1,5,6]\ |
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| 14 | [1,2,-4;1,5,6] |
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| 15 | !exit |
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| 16 | |||
| 17 | :proc |
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| 18 | slib_out= |
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| 19 | |||
| 20 | !readproc slib/stat/dataproc $wims_read_parm |
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| 21 | slib_x=$slib_x |
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| 22 | slib_y=$slib_y |
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| 23 | !if $slib_y=$empty or $slib_x=$empty |
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| 24 | !exit |
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| 25 | !endif |
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| 26 | slib_cnt=!itemcnt $slib_x |
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| 27 | slib_cnty=!itemcnt $slib_y |
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| 28 | !if $slib_cnt<>$slib_cnty |
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| 29 | !exit |
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| 30 | !endif |
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| 31 | |||
| 32 | slib_meanx=!sum x for x in $slib_x |
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| 33 | slib_meanx=$[($slib_meanx)/$slib_cnt] |
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| 34 | slib_meany=!sum y for y in $slib_y |
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| 35 | slib_meany=$[($slib_meany)/$slib_cnt] |
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| 36 | |||
| 37 | slib_varx=!sum (x-($slib_meanx))^2 for x in $slib_x |
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| 38 | !!slib_varx=$[$slib_varx/$slib_cnt] |
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| 39 | |||
| 40 | slib_vary=!sum (y-($slib_meany))^2 for y in $slib_y |
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| 41 | !!slib_vary=$[$slib_vary/$slib_cnt] |
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| 42 | |||
| 43 | slib_covar=!exec pari print(sum(slib_t=1,$slib_cnt,([$slib_x][slib_t]-($slib_meanx))*([$slib_y][slib_t]-($slib_meany)))); |
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| 44 | |||
| 45 | slib_out=$[sqrt(($slib_varx)/($slib_vary))],$[$slib_covar/sqrt($slib_varx*($slib_vary))];$[$slib_covar/sqrt(($slib_varx)*($slib_vary))],$[sqrt(($slib_vary)/($slib_varx))] |
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| 46 | |||
| 47 |