copymatrix SciMax Toolbox cos

SciMax Toolbox >> cor

cor

Maxima Function

Calling Sequence

cor (matrix)
cor(matrix,logical_value)

Description

The correlation matrix of the multivariate sample.

Example:

(%i1) load (descriptive)$
(%i2) load (numericalio)$
(%i3) fpprintprec:7$
(%i4) s2 : read_matrix (file_search ("wind.data"))$
(%i5) cor (s2);
      [   1.0     .8476339  .8803515  .8239624  .7519506 ]
      [                                                  ]
      [ .8476339    1.0     .8735834  .6902622  0.782502 ]
      [                                                  ]
(%o5) [ .8803515  .8735834    1.0     .7764065  .8323358 ]
      [                                                  ]
      [ .8239624  .6902622  .7764065    1.0     .7293848 ]
      [                                                  ]
      [ .7519506  0.782502  .8323358  .7293848    1.0    ]

Function cor has an optional logical argument: cor(x,true) tells Maxima that x is the data matrix, making the same as cor(x). On the other hand, cor(x,false) means that x is not the data matrix, but the covariance matrix, avoiding its recalculation,

(%i1) load (descriptive)$
(%i2) load (numericalio)$
(%i3) fpprintprec:7$
(%i4) s2 : read_matrix (file_search ("wind.data"))$
(%i5) s : cov1 (s2)$
(%i6) cor (s, false); /* this is faster */
      [   1.0     .8476339  .8803515  .8239624  .7519506 ]
      [                                                  ]
      [ .8476339    1.0     .8735834  .6902622  0.782502 ]
      [                                                  ]
(%o6) [ .8803515  .8735834    1.0     .7764065  .8323358 ]
      [                                                  ]
      [ .8239624  .6902622  .7764065    1.0     .7293848 ]
      [                                                  ]
      [ .7519506  0.782502  .8323358  .7293848    1.0    ]

See also and .

copymatrix SciMax Toolbox cos