Calculates the Pearson product-moment correlation coefficients and the variance-covariance matrix for a set of data. Weights may be used. Classes : L1c1b . Covariance and correlation statistics Type : C subroutine in NAGC library (G02 sublibrary). Access : Proprietary. Many implementations available. Precision: Double. Note : This procedure may also be invoked using the name g02bxc. Usage : void nag_corr_cov(Integer n, Integer m, double x[], Integer tdx, Integer sx[], double wt[], double *sw, double wmean[], double std[], double r[], Integer tdr, double v[], Integer tdv, NagError *fail) See also : nag_ken_spe_corr_coeff (g02brc) Details : Documentation Example Example-input Example-output Local-details Sites : (1) ITL
ITL: Unix Workstation Network, National Institute of Standards and Technology (NIST), Gaithersburg, MD. Available to NIST staff. Precision: Double. Note : This procedure may also be invoked using the name g02bxc. Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted. Link : cc -I/itl/links/generic/include -o prog prog.c -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4} -lnagc -lm Local-details: cat /itl/apps/nagclib-6/docs/implementation Example-outpu: cat /itl/apps/nagclib-6/clsol06da/examples/results/g02bxce.r Documentation: acroread /itl/apps/nagclib-6/docs/NAGdoc/cl/pdf/G02/g02bxc_cl05.pdf Example-input: cat /itl/apps/nagclib-6/clsol06da/examples/data/g02bxce.d Example : cat /itl/apps/nagclib-6/clsol06da/examples/source/g02bxce.c
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