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/***********************************************/
/**
* @file covarianceMatrix2Correlation.cpp
*
* @brief Compute the correlation matrix from a covariance matrix
*
* @author Andreas Kvas
* @date 2018-01-10
*/
/***********************************************/
// Latex documentation
#define DOCSTRING docstring
static const char *docstring = R"(
This program computes the pearson correlation coefficient
\begin{equation}
\rho_{ij} = \frac{\sigma_{ij}}{\sigma_i \sigma_j}
\end{equation}
from a given covariance matrix stored in \configFile{inputfileCovarianceMatrix}{matrix}.
The result is stored in \configFile{outputfileCorrelationMatrix}{matrix}.
)";
/***********************************************/
#include "programs/program.h"
#include "files/fileMatrix.h"
/***** CLASS ***********************************/
/** @brief Compute the correlation matrix from a covariance matrix.
* @ingroup programsGroup */
class CovarianceMatrix2Correlation
{
public:
void run(Config &config, Parallel::CommunicatorPtr comm);
};
GROOPS_REGISTER_PROGRAM(CovarianceMatrix2Correlation, PARALLEL, "compute the correlation matrix from a covariance matrix", Covariance)
/***********************************************/
void CovarianceMatrix2Correlation::run(Config &config, Parallel::CommunicatorPtr /*comm*/)
{
try
{
FileName fileNameOut, fileNameIn;
readConfig(config, "outputfileCorrelationMatrix", fileNameOut, Config::MUSTSET, "", "correlation matrix");
readConfig(config, "inputfileCovarianceMatrix", fileNameIn, Config::MUSTSET, "", "covariance matrix");
if(isCreateSchema(config)) return;
Matrix covarianceMatrix;
readFileMatrix(fileNameIn, covarianceMatrix);
if(covarianceMatrix.getType() != Matrix::SYMMETRIC)
throw(Exception("Covariance matrix must be symmetric."));
fillSymmetric(covarianceMatrix);
Matrix correlationMatrix(covarianceMatrix.rows(), Matrix::SYMMETRIC, Matrix::UPPER);
for(UInt r=0; r<covarianceMatrix.rows(); r++)
for(UInt c=r; c<covarianceMatrix.columns(); c++)
correlationMatrix(r,c) = covarianceMatrix(r,c)/std::sqrt(covarianceMatrix(r,r)*covarianceMatrix(c,c));
logStatus<<"write correlation matrix to <"<<fileNameOut<<">"<<Log::endl;
writeFileMatrix(fileNameOut, correlationMatrix);
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
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