struct covariance
{
+ /* True if the covariances are centerered. (ie Real covariances) */
+ bool centered;
+
/* The variables for which the covariance matrix is to be calculated. */
size_t n_vars;
const struct variable *const *vars;
*/
struct covariance *
covariance_1pass_create (size_t n_vars, const struct variable *const *vars,
- const struct variable *weight, enum mv_class exclude)
+ const struct variable *weight, enum mv_class exclude,
+ bool centered)
{
size_t i;
struct covariance *cov = xzalloc (sizeof *cov);
+ cov->centered = centered;
cov->passes = 1;
cov->state = 0;
cov->pass_one_first_case_seen = cov->pass_two_first_case_seen = false;
struct covariance *
covariance_2pass_create (size_t n_vars, const struct variable *const *vars,
struct categoricals *cats,
- const struct variable *wv, enum mv_class exclude)
+ const struct variable *wv, enum mv_class exclude,
+ bool centered)
{
size_t i;
struct covariance *cov = xmalloc (sizeof *cov);
+ cov->centered = centered;
cov->passes = 2;
cov->state = 0;
cov->pass_one_first_case_seen = cov->pass_two_first_case_seen = false;
}
}
- /* Centre the moments */
- for ( j = 0 ; j < cov->dim - 1; ++j)
+ if (cov->centered)
{
- for (i = j + 1 ; i < cov->dim; ++i)
+ /* Centre the moments */
+ for ( j = 0 ; j < cov->dim - 1; ++j)
{
- double *x = &cov->cm [cm_idx (cov, i, j)];
+ for (i = j + 1 ; i < cov->dim; ++i)
+ {
+ double *x = &cov->cm [cm_idx (cov, i, j)];
- *x /= gsl_matrix_get (cov->moments[0], i, j);
+ *x /= gsl_matrix_get (cov->moments[0], i, j);
- *x -=
- gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j)
- *
- gsl_matrix_get (cov->moments[MOMENT_MEAN], j, i);
+ *x -=
+ gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j)
+ *
+ gsl_matrix_get (cov->moments[MOMENT_MEAN], j, i);
+ }
}
}
{
size_t i, j;
- for (i = 0 ; i < cov->dim; ++i)
+ if (cov->centered)
{
- for (j = 0 ; j < cov->dim; ++j)
+ for (i = 0 ; i < cov->dim; ++i)
{
- double *x = gsl_matrix_ptr (cov->moments[MOMENT_VARIANCE], i, j);
- *x -= pow2 (gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j))
- / gsl_matrix_get (cov->moments[MOMENT_NONE], i, j);
+ for (j = 0 ; j < cov->dim; ++j)
+ {
+ double *x = gsl_matrix_ptr (cov->moments[MOMENT_VARIANCE], i, j);
+ *x -= pow2 (gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j))
+ / gsl_matrix_get (cov->moments[MOMENT_NONE], i, j);
+ }
}
- }
- for ( j = 0 ; j < cov->dim - 1; ++j)
- {
- for (i = j + 1 ; i < cov->dim; ++i)
+
+ for ( j = 0 ; j < cov->dim - 1; ++j)
{
- double *x = &cov->cm [cm_idx (cov, i, j)];
+ for (i = j + 1 ; i < cov->dim; ++i)
+ {
+ double *x = &cov->cm [cm_idx (cov, i, j)];
- *x -=
- gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j)
- *
- gsl_matrix_get (cov->moments[MOMENT_MEAN], j, i)
- / gsl_matrix_get (cov->moments[MOMENT_NONE], i, j);
+ *x -=
+ gsl_matrix_get (cov->moments[MOMENT_MEAN], i, j)
+ *
+ gsl_matrix_get (cov->moments[MOMENT_MEAN], j, i)
+ / gsl_matrix_get (cov->moments[MOMENT_NONE], i, j);
+ }
}
}
-
+
return cm_to_gsl (cov);
}