dynare/scilab/d_corr.sci

49 lines
848 B
Scilab

function []=d_corr(varargin)
if length(varargin) == 0
for i=1:size(lgy_,1)
varargin(i) = lgy_(i);
end
end
m = length(varargin);
k = [];
if m > 0 then
dyn_disp(m)
for i=1:m
s = varargin(i)
k = [k; grep_exact(lgy_,s)];
end
end
if k==[] then
error('One of the variable specified does not exist');
end
y = y_(k,:);
y = y(:,100:$);
n = size(y,2);
y = y-mean(y,2)*ones(1,n);
v = sum(y.*y,2);
c = (y*y')./sqrt(v*v');
dyn_disp('Correlation matrix')
mprintf('%8s ','')
mfprintf(fh_log,'%8s ','')
for i=1:m
mprintf('%8s ',varargin(i))
mfprintf(fh_log'%8s ',varargin(i))
end
mprintf('\n');
mfprintf(fh_log,'\n');
for i=1:m
mprintf('%8s ',varargin(i))
mfprintf(fh_log,'%8s ',varargin(i))
for j=1:m
mprintf('%8.4f ',c(i,j))
mfprintf(fh_log,'%8.4f ',c(i,j))
end
mprintf('\n');
mfprintf(fh_log,'\n');
end