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decuslib20-02
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decus/20-0026/corre.doc
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SUBROUTINE CORRE
PURPOSE
COMPUTE MEANS, STANDARD DEVIATIONS, SUMS OF CROSS-PRODUCTS
OF DEVIATIONS, AND CORRELATION COEFFICIENTS.
USAGE
CALL CORRE (N,M,IO,X,XBAR,STD,RX,R,B,D,T)
DESCRIPTION OF PARAMETERS
N - NUMBER OF OBSERVATIONS. N MUST BE > OR = TO 2.
M - NUMBER OF VARIABLES. M MUST BE > OR = TO 1.
IO - OPTION CODE FOR INPUT DATA
0 IF DATA ARE TO BE READ IN FROM INPUT DEVICE IN THE
SPECIAL SUBROUTINE NAMED DATA. (SEE SUBROUTINES
USED BY THIS SUBROUTINE BELOW.)
1 IF ALL DATA ARE ALREADY IN CORE.
X - IF IO=0, THE VALUE OF X IS 0.0.
IF IO=1, X IS THE INPUT MATRIX (N BY M) CONTAINING
DATA.
XBAR - OUTPUT VECTOR OF LENGTH M CONTAINING MEANS.
STD - OUTPUT VECTOR OF LENGTH M CONTAINING STANDARD
DEVIATIONS.
RX - OUTPUT MATRIX (M X M) CONTAINING SUMS OF CROSS-
PRODUCTS OF DEVIATIONS FROM MEANS.
R - OUTPUT MATRIX (ONLY UPPER TRIANGULAR PORTION OF THE
SYMMETRIC MATRIX OF M BY M) CONTAINING CORRELATION
COEFFICIENTS. (STORAGE MODE OF 1)
B - OUTPUT VECTOR OF LENGTH M CONTAINING THE DIAGONAL
OF THE MATRIX OF SUMS OF CROSS-PRODUCTS OF
DEVIATIONS FROM MEANS.
D - WORKING VECTOR OF LENGTH M.
T - WORKING VECTOR OF LENGTH M.
REMARKS
CORRE WILL NOT ACCEPT A CONSTANT VECTOR.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
DATA(M,D) - THIS SUBROUTINE MUST BE PROVIDED BY THE USER.
(1) IF IO=0, THIS SUBROUTINE IS EXPECTED TO
FURNISH AN OBSERVATION IN VECTOR D FROM AN
EXTERNAL INPUT DEVICE.
(2) IF IO=1, THIS SUBROUTINE IS NOT USED BY
CORRE BUT MUST EXIST IN JOB DECK. IF USER
HAS NOT SUPPLIED A SUBROUTINE NAMED DATA,
THE FOLLOWING IS SUGGESTED.
SUBROUTINE DATA
RETURN
END
METHOD
PRODUCT-MOMENT CORRELATION COEFFICIENTS ARE COMPUTED.