My question is why they are defined at all, as they separate the sum and the 1/n part.
E.g. ssdev is sum of squared deviations, whereas mean E(X) is Sum Xi*Pi, where Pi is 1/n. So the semantical relationship is broken into the details of arithmetic. Here's an approach which, using very simple opertations, shows relation between covariance (numerator) and variance (denominator). dv=: - +/ % # NB. deviation m1=: +/ % <:@# NB. adjusted mean cr=: m1@:*&dv % *&(m1&.:*:@dv) NB. correlation 1 3 2 4 cr 2 4 3 3.5 0.831522 --- "Sherlock, Ric" <[EMAIL PROTECTED]> wrote: > Is there any practical reason both spdev & ssdev are defined? > They both seem to do the same thing (ssdev is a little bit faster). > spdev=:+/@(*~ dev) > ssdev=:+/@:*:@dev > > > > -----Original Message----- > > From: [EMAIL PROTECTED] > > [mailto:[EMAIL PROTECTED] On Behalf Of Devon > > McCormick > > Sent: Wednesday, 27 June 2007 03:54 > > To: Programming forum > > Subject: Re: [Jprogramming] Correlation Coefficient > > > > I always like the version that comes in the standard J stats library: > > > > corr > > cov % *&stddev > > cov > > spdev % <:@[EMAIL PROTECTED] > > spdev > > +/@(*~ dev) > > dev > > -"_1 _ mean > > mean > > +/ % # > > stddev > > %:@var > > var > > ssdev % <:@# > > ssdev > > +/@:*:@dev ____________________________________________________________________________________ Don't get soaked. Take a quick peak at the forecast with the Yahoo! Search weather shortcut. http://tools.search.yahoo.com/shortcuts/#loc_weather ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
