%CORRDISTM Distance Matrix based on Correlations % % D = CORRDISTM(A,B) % OR % D = CORRDISTM(A) % % INPUT % A NxK Matrix or dataset % B MxK Matrix or dataset (optional; default: B=A) % % OUTPUT % D NxM dissimilarity matrix or dataset; D in [0,1] % % DESCRIPTION % Computes the distance matrix D between two sets of vectors, A and B. % Distances between vectors X and Y are computed based on their correlation as: % CORR(X,Y) = COV(X,Y) / sqrt(Var(X) * VAR(Y)) % D(X,Y) = (1 - CORR)/2 % % If A and B are datasets, then D is a dataset as well with the labels defined % by the labels of A and the feature labels defined by the labels of B. If A is % not a dataset, but a matrix of doubles, then D is also a matrix of doubles. % % DEFAULT % B = A % % SEE ALSO % SIMDISTM, JACSIMDISTM, COSDISTM, LPDISTM, EUDISTM % Copyright: Elzbieta Pekalska, ela.pekalska@googlemail.com % Faculty EWI, Delft University of Technology and % School of Computer Science, University of Manchester function D = corrdistm (A,B) bisa = nargin < 2; if bisa, B = A; end isda = isdataset(A); isdb = isdataset(B); a = +A; b = +B; [ra,ca] = size(a); [rb,cb] = size(b); if ca ~= cb, error ('Matrices should have equal numbers of columns.'); end ma = mean(a'); a = a - ma' * ones(1,ca); mb = mean(b'); b = b - mb' * ones(1,cb); aa = sum(a.*a,2); bb = sum(b.*b,2)'; D = (a*b') ./ sqrt(repmat(aa,1,rb) .* repmat(bb,ra,1)); D = 0.5 * (1 - D); % Check numerical inaccuracy D (find (D < eps)) = 0; % Make sure that distances are nonnegative if bisa, D = 0.5*(D+D'); % Make sure that distances are symmetric for D(A,A) end % Set object labels and feature labels if xor(isda, isdb), prwarning(1,'One matrix is a dataset and the other not. ') end if isda, if isdb, D = setdata(A,D,getlab(B)); else D = setdata(A,D); end D.name = 'Distance matrix'; if ~isempty(A.name) D.name = [D.name ' for ' A.name]; end end return