From bug-octave-request at che dot utexas dot edu Sun Nov 7 11:14:11 1993 Subject: some m-file contribs for Octave From: hornik at neuro dot tuwien dot ac dot at (Kurt Hornik) To: bug-octave at che dot utexas dot edu Cc: Kurt dot Hornik at neuro dot tuwien dot ac dot at Date: Sun, 7 Nov 93 18:13 MET John, I tried sending the following to you directly (jwe at che dot utexas dot edu) a few weeks ago but as I haven't received any response thus far I am not sure if you ever got it. Attached is a first collection of m-files written at our site for possible integration into Octave as a uuencoded gzipped tar file. Please let me know if you receive this. If you'd prefer me downloading the m-files directly, please let me know how. The files are corrcoef.m (cross) correlation matrix. cov.m (cross) covariance matrix. gls.m Generalized Least Squares estimation. kurtosis.m Kurtosis. mahalanobis.m Mahalanobis D^2 distance. ols.m Ordinary Least Squares estimation. pinv.m Pseudoinverse. skewness.m Skewness. vec.m The vec operator. corrcoef/cov are different from MATLAB. In Statistics/Econometrics, cov(X,Y) typically is the CROSS covariance matrix of X and Y, i.e., the matrix whose (i,j)-th entry is the covariance between the i-th variable (column) of X and the j-th variable (column) of Y, and the covariance of two vectors x, y is SUM_i (x(i)-mean(x)) conj(y(i)-mean(y)) (MATLAB uses the conj of the latter, and MATLAB's cov(X,Y) is our [ cov(X,X), cov(X,Y); cov(Y,X), cov(Y,Y) ].) Please let me know if this should be changed. I just added some error checking to the scripts---hopefully they are still o.k. :-) Best, -kurt (hornik at neuro dot tuwien dot ac dot at) PS. Did you ever have time to look into the possible copyright problems when "porting" Numerical Recipes C code to Octave? If there are none, we have stuff like gamma, erf, beta, bincoeff, and distribution functions for the normal, t, f, beta, gamma, binomial and poisson distribution ready for integration! ===== cut here ============================================== begin 644 site-m.tar.gz M'XL(`$1:N"P``^U;;7/;-A+.U_.OV*23FE1H6M2;I\ZE M- at 4ZS:-N%^X!@-5IBU^`IOR5-]#M='O-;L=JME"KV;-Z]Z"[5:^D+,+(Y@#W MI at 'WW:O->CP(HEWXLV,)T_EW`LZ=@%V8WA;ZL)K-7J>SVZ(+*A:83S!:>+S1@ M:7/7'L^8 at 9:B*0/--3[J!]$4F!_QA`RJ;E-_J!7I42F;I8;'++IFS!?E:,:E MYLHNN+YTB6H_EJM&)C98]2#,YSLP;_$:@$M737_ M\-F"!V:TN':9;]J.:4SF-X#F;1_18_^7!V!Z[ M,S=*8#!E`3XL>7D6X3 dot %D>N$,#B'MVC0 at *>X2-%E]`3`Q>'W;7Z)OO\=+/CU M5Y!WWT-+WZ/WB7$><-`>;)RU!_IC5&3^Q+TH67SR1!EY)E;"$H= at )+0!SK`D MC"8X1OL-^E7EV<)Y!N8AG`G3LY`5K5HEJ[)MB/<3U[[4GJTU%G[BD18VPOV\ MP_BC%NW>;;\]=U\R_%]N!?J%W(3_W59;X7_+:N*U9?5ZS1K_=R'K\'^Y#OJ7 M_U?41P,9\&^$_649\443WQ$ at G\?\+P#\98;U2PGS< dot =Q?KD1XM\/8KB*?R($ M=W]A$G[7XO[[00)72::I0)YTT<;])S!(4D79O_8`^SW.IM_#)X"IO61B\$/; M8^`OO#'C-!*X5$+S at ;28^D970^QL"`<0^"S$3@Q+;X0+#YT\',2I[@@U1E6- MT4HCMWK]C]IPOS$Z1,4#2]=_,Q[=W'7%\+! at N!J2]NY64)+X?SD+;PW_6ZW6 M*O]K-WLU_N]0,OQ_?_)B\-2`I0&G]/;C at @!MA,!H0)_>E;V':2B`XTP3H>;T MIZKN0U1]R7S&[1DBR`1>,QLQX>S3PN8,]5Z^/M dot !(?!Y:7BX0`PCK/`6L\ at 5 M0!WA33!A,V%)O?[#Q at D\@A<&@,=L7WNA8UD3[PB_E\S!`BK1P@\MO=$7+:]= M1/X1F*8),(`8YNEJ>QKB at RSLF5$(7R dot !7\-J^)(N8%5FZ"HM*<>U52ICJD8G M::,KZEV5OTQBKP(=#ID8,!XL&[(2Z6&ZNQV$ at C5 dot ) MFSAX.7.HQMV8GIH:XJ2X$QR/$*/.PWS\&S"LLF%P;?,`GU*+THL-,3"1$?#A M5B( at QIUV+NAE,6_=4LQ68CX&8F#CL0% dot dot 0:^YPF6EN,=]^&SK:9_][-T MI1C\\O-1SO=\#KZCHAHI9`F?"!)I/NGD,B',BG` at 8ZPW?$>F:#&6Q2H[PNEJ M`"5',2&X7\J.1(7YH2/0W4=-LH6%X2>:UY8!]VT_H9DLYF,^>-,A2/OP"QE'F8B[/&M7R/A"VYO/6(B6))5DP/74173^ M34;)";PY0H0?H3,IC(>Z`>-%A'8\S$E$.QN[O[C`;,:/OE,MD_ dot AUE,P_#/T)-H/=0/8RZ2'E4RT at \34;)7XN9B"@&- MH2>T\VQ at (BI&WF-(6[VE?(1H dot G@$(TQZ1$"*^: dot $'Z0I& dot D@O,O4Z*TJRY:_ M-O0.1AZ%&Z'64`7[0K'(]-UAW%+_>MVFX/^.:OYO)U+F_\Y> MO7SS5'*` at >+U"A$@KTB[#2GQDM,E^JK/)R[B5E)F__K;9/\$LW)FO-++_-^* M_OM#[-^*_/ML[F\-]2>#]C#>A1$""2,J at '(!08)AB3Q*T=8J[`Z'R''1$5",)>RE])9-4;H7OIV3]3$6(5FX<&::8! M,U^UBDLQ1L)9R><&Q3O?Q01:#F1<2D[FG>VYK"( M)`VKPTXLG2;( dot ASR?(# at ,L,+T4M:0(4(U-2+5-XOC`DO[/U8GV__! M!%#L_W1K_-^)5/%?+87*_D^AXG?M_V0M:0-(W:S?`&IOV`#*-G^^?.LG[\5= MW_O)S\57LO?37K_WH[4/6_H.]W_:&_=_-GE2")EJ8'__'M#=S&4D_N,;$M?IDC MA.*P.E<*>N5>0'I0'-]I-&./`[EO$.`__.O]7S:;(%B."1WY6NVVT(DR*&^U M9$ dot K#D-A$L4;C at 'IJ:XBBN#];:^)6FJII99::JFEEEIJJ:666FJII99::JFE .EEKNOOP/LA1U4P!0```B ` end