t = sqrt (t);
t *= rho;
-
+
if (t > 0)
return gsl_cdf_tdist_Q (t, w - 2);
else
{
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;
}