#include <libpspp/assertion.h>
#include <math/covariance.h>
+#include <math/correlation.h>
#include <math/design-matrix.h>
#include <gsl/gsl_matrix.h>
#include <data/casegrouper.h>
#define N_(msgid) msgid
-static double
-significance_of_correlation (double rho, double w)
-{
- double t = w - 2;
- t /= 1 - MIN (1, pow2 (rho));
- t = sqrt (t);
- t *= rho;
-
- if (t > 0)
- return gsl_cdf_tdist_Q (t, w - 2);
- else
- return gsl_cdf_tdist_P (t, w - 2);
-}
-
-
struct corr
{
size_t n_vars_total;
}
-static gsl_matrix *
-correlation_from_covariance (const gsl_matrix *cv, const gsl_matrix *v)
-{
- size_t i, j;
- gsl_matrix *corr = gsl_matrix_calloc (cv->size1, cv->size2);
-
- for (i = 0 ; i < cv->size1; ++i)
- {
- for (j = 0 ; j < cv->size2; ++j)
- {
- double rho = gsl_matrix_get (cv, i, j);
-
- rho /= sqrt (gsl_matrix_get (v, i, j))
- *
- sqrt (gsl_matrix_get (v, j, i));
-
- gsl_matrix_set (corr, i, j, rho);
- }
- }
-
- return corr;
-}
-
-
-
-
static void
run_corr (struct casereader *r, const struct corr_opts *opts, const struct corr *corr)
{