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#396 Add correlation, autocorrelation, covariance

v1.1.x
closed
Erik Hänel
None
v1.1.2
New Functionality
2019-08-26
2018-11-18
Erik Hänel
No

Add correlation, autocorrelation and covariance just like described here: https://www.gnu.org/software/gsl/doc/html/statistics.html

Analysis:

The three new functions can be implemented as matrix functions. This is due to the fact, that they should be able to cope with linear and two dimensional data sets as well. Auto- and cross-correlation will be one function and return a matrix of identical size. The covariance function will return a single value.

Implementation:

  • Implementation: Added covariance and correlation as matrix functions. The correlation was implemented as xcorr2 in MATLAB.
  • Revision: [r571]
  • Implementation test: Covariances and correlations were calculated.

Documentation:

  • [x] ChangesLog updated
  • [x] Code changes commented
  • Documentation articles:
    • [x] corresponding documentation articles updated
    • [ ] new documentation articles created
    • [ ] not needed
  • Language files:
    • [x] corresponding language files updated
    • [ ] not needed

Tests:

These new functions were tested manually. No deviations detected.

Related

Commit: [r571]

Discussion

  • Erik Hänel

    Erik Hänel - 2018-11-18
    • status: open --> accepted
     

  • Erik Hänel

    Erik Hänel - 2018-11-22
    • Version: Planned --> v1.1.2
     

  • Erik Hänel

    Erik Hänel - 2019-06-19
    • Description has changed:

    Diff:

    --- old
+++ new
@@ -1 +1,23 @@
 Add correlation, autocorrelation and covariance just like described here: https://www.gnu.org/software/gsl/doc/html/statistics.html
+
+###Analysis:
+(*Describe, what's the issue and which changes have to be made*)
+
+###Implementation:
+* Implementation: (*Describe, what you've changed*) 
+* Revision: [rXXX]
+* Implementation test: (*Describe the type of test, which you performed, and if it was successful*)
+
+###Documentation:
+* [ ] ChangesLog updated
+* [ ] Code changes commented
+* **Documentation articles:**

+    * [ ] corresponding documentation articles updated
+    * [ ] new documentation articles created
+    * [ ] not needed
+* **Language files:**
+    * [ ] corresponding language files updated
+    * [ ] not needed
+
+###Tests:
+(*Describe, which tests you performed and their outcome*)
    • status: accepted --> analyzing
     

  • Erik Hänel

    Erik Hänel - 2019-06-19
    • Description has changed:

    Diff:

    --- old
+++ new
@@ -1,7 +1,7 @@
 Add correlation, autocorrelation and covariance just like described here: https://www.gnu.org/software/gsl/doc/html/statistics.html

 ###Analysis:
-(*Describe, what's the issue and which changes have to be made*)
+The three new functions can be implemented as matrix functions. This is due to the fact, that they should be able to cope with linear and two dimensional data sets as well. Auto- and cross-correlation will be one function and return a matrix of identical size. The covariance function will return a single value.

 ###Implementation:

 * Implementation: (*Describe, what you've changed*)
    • status: analyzing --> implementing
     

  • Erik Hänel

    Erik Hänel - 2019-06-21
    • Description has changed:

    Diff:

    --- old
+++ new
@@ -4,19 +4,19 @@
 The three new functions can be implemented as matrix functions. This is due to the fact, that they should be able to cope with linear and two dimensional data sets as well. Auto- and cross-correlation will be one function and return a matrix of identical size. The covariance function will return a single value.

 ###Implementation:
-* Implementation: (*Describe, what you've changed*) 
-* Revision: [rXXX]
-* Implementation test: (*Describe the type of test, which you performed, and if it was successful*)
+* Implementation: Added covariance and correlation as matrix functions. The correlation was implemented as `xcorr2` in MATLAB.
+* Revision: [r571]
+* Implementation test: Covariances and correlations were calculated.

 ###Documentation:
-* [ ] ChangesLog updated
-* [ ] Code changes commented
+* [x] ChangesLog updated
+* [x] Code changes commented

 * **Documentation articles:**
-    * [ ] corresponding documentation articles updated
+    * [x] corresponding documentation articles updated
     * [ ] new documentation articles created
     * [ ] not needed
 * **Language files:**
-    * [ ] corresponding language files updated
+    * [x] corresponding language files updated
     * [ ] not needed

 ###Tests:
    • status: implementing --> testing
     

    Related

    Commit: [r571]

  • Erik Hänel

    Erik Hänel - 2019-08-26
    • Description has changed:

    Diff:

    --- old
+++ new
@@ -20,4 +20,4 @@

     * [ ] not needed

 ###Tests:
-(*Describe, which tests you performed and their outcome*)
+These new functions were tested manually. No deviations detected.
    • status: testing --> closed
     

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