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.

Calling Sequence

Result = M_CORRELATE( X, Y )

Arguments

X

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.

Y

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

Example

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, M_CORRELATE(X[0,*], Y)

IDL prints:

0.798816

Compute the multiple correlation of Y on the first two columns of X. The result should be 0.875872.

PRINT, M_CORRELATE(X[0:1,*], Y)

IDL prints:

0.875872

Compute the multiple correlation of Y on all columns of X. The result should be 0.877197.

PRINT, M_CORRELATE(X, Y)

IDL prints:

0.877197

See Also

A_CORRELATE , CORRELATE , C_CORRELATE , P_CORRELATE , R_CORRELATE