Removed compute_corr routine.
parent
2ee4d62570
commit
56de3979c2
|
@ -1,59 +0,0 @@
|
|||
function dataset_ = compute_corr(dataset_)
|
||||
% Computes the correlation matrix of the sample (possibly with missing observations).
|
||||
|
||||
%@info:
|
||||
%! @deftypefn {Function File} {@var{dataset_} =} compute_corr(@var{dataset_})
|
||||
%! @anchor{compute_corr}
|
||||
%! This function computes covariance matrix of the sample (possibly with missing observations).
|
||||
%!
|
||||
%! @strong{Inputs}
|
||||
%! @table @var
|
||||
%! @item dataset_
|
||||
%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
|
||||
%! @end table
|
||||
%!
|
||||
%! @strong{Outputs}
|
||||
%! @table @var
|
||||
%! @item dataset_
|
||||
%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
|
||||
%! @end table
|
||||
%!
|
||||
%! @strong{This function is called by:}
|
||||
%! @ref{descriptive_statistics}.
|
||||
%!
|
||||
%! @strong{This function calls:}
|
||||
%! @ref{ndim}, @ref{compute_cova}.
|
||||
%!
|
||||
%! @strong{Remark 1.} On exit, a new field is appended to the structure: @code{dataset_.descriptive.corr} is a
|
||||
%! @tex{n\times n} vector (where @tex{n} is the number of observed variables as defined by @code{dataset_.info.nvobs}).
|
||||
%!
|
||||
%! @strong{Remark 2.} If @code{dataset_.descriptive.cova} does not exist, the covariance matrix is computed prior to the
|
||||
%! computation of the correlation matrix.
|
||||
%!
|
||||
%! @end deftypefn
|
||||
%@eod:
|
||||
|
||||
% Copyright (C) 2011-2012 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare is free software: you can redistribute it and/or modify
|
||||
% it under the terms of the GNU General Public License as published by
|
||||
% the Free Software Foundation, either version 3 of the License, or
|
||||
% (at your option) any later version.
|
||||
%
|
||||
% Dynare is distributed in the hope that it will be useful,
|
||||
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
% GNU General Public License for more details.
|
||||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
|
||||
|
||||
if ~isfield(dataset_.descriptive,'cova')
|
||||
dataset_ = compute_cova(dataset_);
|
||||
end
|
||||
normalization_matrix = diag(1./sqrt(diag(dataset_.descriptive.cova)));
|
||||
dataset_.descriptive.corr = normalization_matrix*dataset_.descriptive.cova*normalization_matrix;
|
Loading…
Reference in New Issue