M_CORRELATE

The M_CORRELATE function computes the multiple correlation coefficient of a dependent variable and two or more independent variables.

This routine is written in the IDL language. Its source code can be found in the file m_correlate.pro in the lib subdirectory of the IDL distribution.

Syntax

Return Value

Arguments

An integer, single-, or double-precision floating-point array of m-columns and n-rows that specifies the independent variable data. The columns of this two dimensional array correspond to the n-element vectors of independent variable data.

An n-element integer, single-, or double-precision floating-point vector that specifies the dependent variable data.

Keywords

DOUBLE

Set this keyword to force the computation to be done in double-precision arithmetic.

Example

PRO MCORRELATE_TEST 
 
   ; Define the independent (X) and dependent (Y) data: 
   X = [[0.477121, 2.0, 13.0], $ 
        [0.477121, 5.0, 6.0], $ 
        [0.301030, 5.0, 9.0], $ 
        [0.000000, 7.0, 5.5], $ 
        [0.602060, 3.0, 7.0], $ 
        [0.698970, 2.0, 9.5], $ 
        [0.301030, 2.0, 17.0], $ 
        [0.477121, 5.0, 12.5], $ 
        [0.698970, 2.0, 13.5], $ 
        [0.000000, 3.0, 12.5], $ 
        [0.602060, 4.0, 13.0], $ 
        [0.301030, 6.0, 7.5], $ 
        [0.301030, 2.0, 7.5], $ 
        [0.698970, 3.0, 12.0], $ 
        [0.000000, 4.0, 14.0], $ 
        [0.698970, 6.0, 11.5], $ 
        [0.301030, 2.0, 15.0], $ 
        [0.602060, 6.0, 8.5], $ 
        [0.477121, 7.0, 14.5], $ 
        [0.000000, 5.0, 9.5]] 
   Y = [97.682, 98.424, 101.435, 102.266, 97.067, 97.397, $ 
        99.481, 99.613, 96.901, 100.152, 98.797, 100.796, $ 
        98.750, 97.991, 100.007, 98.615, 100.225, 98.388, $ 
        98.937, 100.617] 
 
   ; Compute the multiple correlation of Y on the first column of 
   ; X. The result should be 0.798816. 
   PRINT, 'Multiple correlation of Y on 1st column of X:' 
   PRINT, M_CORRELATE(X[0,*], Y) 
 
   ; Compute the multiple correlation of Y on the first two columns 
   ; of X. The result should be 0.875872. 
   PRINT, 'Multiple correlation of Y on 1st two columns of X:' 
   PRINT, M_CORRELATE(X[0:1,*], Y) 
 
   ; Compute the multiple correlation of Y on all columns of X. The 
   ; result should be 0.877197. 
   PRINT, 'Multiple correlation of Y on all columns of X:' 
   PRINT, M_CORRELATE(X, Y) 
 
END