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You are indeed correct, the correlation function in TS4.0 is a simplified
one that does not give correct results. I wrote the correlation coefficient
code for EasyLang and compared it to the results in Excel on identical data
sets. The results in EasyLang were way off i.e. Coefficient values of
greater than +1 and less than -1 etc. When I wrote to EasyLang support they
said there were errors in my code. They told me that they do not fix faulty
code and that I should hire an Omega Solution Provider to help me. I then
broke down the correlation coefficient into it's component calculations i.e.
mean, variance, standard deviation etc. in EasyLang and compared that to the
calculations in Excel. I noticed that they did not match. Some of the
variables were simply rounded off so much that the results were useless.
This is when I suspected that the problem was in TS not in my code.
I found out later on that TS4.0 uses only single precision variables. You
need double precision variables to calculate correlation coefficients
accurately. MS products such as Excel and VB have double precision
variables so they have no problem. TS2000i uses only single precision
variables too. I asked EasyLang support about this recently and they
responded by saying double precision would be available using COM
architecture such as in a DLL. How to do this I don't know?
The moral of this story is that Marketing > Customer Satisfaction at Omega
Research. The fact that they would rather send a customer off on a wild
goose chase and have him or her waste their time and money on a pointless
quest rather than admit a limitation in their product proves it. Of
course, there may be some way of coding an algorithm in EasyLang to
calculate the Correlation Coefficient using single-precision variables but I
haven't seen or heard of such an animal.
Mark.
> -----Original Message-----
> From: Rus Newton [mailto:rpn@xxxxxxxxxxxxxxxxxx]
> Sent: March 14, 1999 2:32 PM
> To: Omega
> Subject: Statistical Functions
>
>
> Anyone written EasyLanguage for proper correlation, covariance & other
> statistical functions? I don't think the correlation function
> included with
> TS4 is correct & although I have VB code for most of them I can't see the
> point of re-writing into ELA if someone else has already done so.
>
> Thanks
>
> Rus Newton
>
>
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