| #------------------------------------------------------------- |
| # |
| # Licensed to the Apache Software Foundation (ASF) under one |
| # or more contributor license agreements. See the NOTICE file |
| # distributed with this work for additional information |
| # regarding copyright ownership. The ASF licenses this file |
| # to you under the Apache License, Version 2.0 (the |
| # "License"); you may not use this file except in compliance |
| # with the License. You may obtain a copy of the License at |
| # |
| # http://www.apache.org/licenses/LICENSE-2.0 |
| # |
| # Unless required by applicable law or agreed to in writing, |
| # software distributed under the License is distributed on an |
| # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY |
| # KIND, either express or implied. See the License for the |
| # specific language governing permissions and limitations |
| # under the License. |
| # |
| #------------------------------------------------------------- |
| |
| |
| V = read($1,rows=$2,cols=$3); |
| m = $2; |
| n = $3; |
| W = m; |
| |
| R = matrix(0, rows=n,cols=n); |
| dummy = matrix(1, rows=1, cols=1); |
| |
| parfor( i in 1:(n-1), opt=HEURISTIC ) |
| { |
| X = V[,i]; |
| m2X = moment(X,2); |
| sigmaX = sqrt(m2X * (W/(W-1.0)) ); |
| |
| parfor( j in (i+1):n ) |
| { |
| Y = V[,j]; |
| |
| #corr computation |
| m2Y = moment(Y,2); |
| sigmaY = sqrt(m2Y * (W/(W-1.0)) ); |
| covXY = cov(X,Y); |
| rXY = covXY / (sigmaX*sigmaY); |
| |
| #print("R[("+i+","+j+")]="+rXY); |
| R[i,j] = dummy * rXY; |
| |
| } |
| } |
| |
| write(R, $4); |