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11.33 Sample ‘correl’ ¶

Test of correlation function (correl).

MGL code:

new a 100 'exp(-10*x^2)'
new b 100 'exp(-10*(x+0.5)^2)'
yrange 0 1
subplot 1 2 0 '_':title 'Input fields'
plot a:plot b:box:axis
correl r a b 'x'
norm r 0 1:swap r 'x' # make it human readable
subplot 1 2 1 '_':title 'Correlation of a and b'
plot r 'r':axis:box
line 0.5 0 0.5 1 'B|'

C++ code:

void smgl_correl(mglGraph *gr)
{
	mglData a(100),b(100);
	gr->Fill(a,"exp(-10*x^2)");	gr->Fill(b,"exp(-10*(x+0.5)^2)");
	gr->SetRange('y',0,1);
	gr->SubPlot(1,2,0,"_");	gr->Title("Input fields");
	gr->Plot(a);	gr->Plot(b);	gr->Axis();	gr->Box();
	mglData r = a.Correl(b,"x");
	r.Norm(0,1);	r.Swap("x");	// make it human readable
	gr->SubPlot(1,2,1,"_");	gr->Title("Correlation of a and b");
	gr->Plot(r,"r");	gr->Axis();	gr->Box();
	gr->Line(mglPoint(0.5,0),mglPoint(0.5,1),"B|");
}