blob: cd0a3f7024b8d829c085881d6f574fa11f715617 [file] [log] [blame]
#-------------------------------------------------------------
#
# 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);