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20 reyssat 1 
!if $wims_read_parm!=slib_header
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 !goto proc
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!endif
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slib_title=Matrix of correlation
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slib_parms=1\
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 ,[datax;datay] or [datax],[datay]
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slib_author=Bernadette PERRIN-RIOU
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slib_out=matrix of  standard correlation c_i,j/sqrt(c_i,i*c_j,j) \
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where the c_i,j are the coefficients of  covariance matrix
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slib_synomyme =
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slib_comment=Data  can be recognized under many formats, \
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 in particular as a matrix.
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slib_example =[1,2,-4],[1,5,6]\
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[1,2,-4;1,5,6]
3265 bpr 15 
slib_require=pari
20 reyssat 16 
!exit
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:proc
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slib_out=
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!readproc slib/stat/dataproc $wims_read_parm
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slib_x=$slib_x
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slib_y=$slib_y
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!if $slib_y=$empty or $slib_x=$empty
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 !exit
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!endif
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slib_cnt=!itemcnt $slib_x
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slib_cnty=!itemcnt $slib_y
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!if $slib_cnt<>$slib_cnty
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!exit
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!endif
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slib_meanx=!sum x for x in $slib_x
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slib_meanx=$[($slib_meanx)/$slib_cnt]
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slib_meany=!sum y for y in $slib_y
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slib_meany=$[($slib_meany)/$slib_cnt]
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slib_varx=!sum (x-($slib_meanx))^2 for x in $slib_x
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!!slib_varx=$[$slib_varx/$slib_cnt]
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slib_vary=!sum (y-($slib_meany))^2 for y in $slib_y
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!!slib_vary=$[$slib_vary/$slib_cnt]
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slib_covar=!exec pari print(sum(slib_t=1,$slib_cnt,([$slib_x][slib_t]-($slib_meanx))*([$slib_y][slib_t]-($slib_meany))));
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slib_out=$[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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