https://github.com/cran/Hmisc
Tip revision: 161d0aff86ac21b6cbd2619aa9a8f8e6f1f18eab authored by Charles Dupont on 31 October 2007, 00:00:00 UTC
version 3.4-3
version 3.4-3
Tip revision: 161d0af
rcorr.f
subroutine rcorr(xx, n, p, itype, dmat, npair, x, y, rx, ry, work,
& iwork)
implicit real*8 (a-h,o-z)
integer p, npair(p,p)
real*8 xx(n,p), dmat(p,p), x(1), y(1), rx(1), ry(1), work(1)
integer*4 iwork(1)
real*8 sumx,sumx2,sumy,sumy2,sumxy,z,a,b
do 23000 i=1, p
np=0
do 23002 k=1, n
if(.not.(xx(k,i).lt.1d30))goto 23004
np=np+1
23004 continue
23002 continue
npair(i,i)=np
do 23006 j=(i+1),p
m=0
if(.not.(itype.eq.1))goto 23008
sumx=0d0
sumy=0d0
sumx2=0d0
sumy2=0d0
sumxy=0d0
23008 continue
do 23010 k=1,n
xk=xx(k,i)
yk=xx(k,j)
if(.not.(xk.lt.1d30 .and. yk.lt.1d30))goto 23012
m=m+1
if(.not.(itype.eq.1))goto 23014
a=xk
b=yk
sumx=sumx+a
sumx2=sumx2+a*a
sumy=sumy+b
sumy2=sumy2+b*b
sumxy=sumxy+a*b
goto 23015
23014 continue
x(m)=xk
y(m)=yk
23015 continue
23012 continue
23010 continue
npair(i,j)=m
if(.not.(m.gt.1))goto 23016
if(.not.(itype.eq.1))goto 23018
z=m
d=(sumxy-sumx*sumy/z)/dsqrt((sumx2-sumx*sumx/z)*(sumy2-sumy*sumy/
&z))
goto 23019
23018 continue
call docorr(x, y, m, d, rx, ry, work, iwork)
23019 continue
dmat(i,j)=d
goto 23017
23016 continue
dmat(i,j)=1d30
23017 continue
23006 continue
23000 continue
do 23020 i=1,p
dmat(i,i)=1d0
do 23022 j=(i+1),p
dmat(j,i)=dmat(i,j)
npair(j,i)=npair(i,j)
23022 continue
23020 continue
return
end
subroutine docorr(x, y, n, d, rx, ry, work, iwork)
implicit real*8 (a-h,o-z)
real*8 x(1), y(1), rx(1), ry(1)
integer*4 iwork(1)
real*8 sumx,sumx2,sumy,sumy2,sumxy,a,b,z
call rank(n, x, work, iwork, rx)
call rank(n, y, work, iwork, ry)
sumx=0d0
sumx2=0d0
sumy=0d0
sumy2=0d0
sumxy=0d0
do 23024 i=1,n
a=rx(i)
b=ry(i)
sumx=sumx+a
sumx2=sumx2+a*a
sumy=sumy+b
sumy2=sumy2+b*b
sumxy=sumxy+a*b
23024 continue
z=n
d=(sumxy-sumx*sumy/z)/dsqrt((sumx2-sumx*sumx/z)*(sumy2-sumy*sumy/
&z))
return
end