package com.imsl.test.example.stat;

import com.imsl.stat.PartialCovariances;
import com.imsl.math.PrintMatrix;

/**
 * <p>
 * Computes partial covariances after adjusting for specific variables.</p>
 * 
 * This example computes partial correlations from a 9 variable correlation
 * matrix originally given by Emmett (1949). The partial correlations between
 * the remaining variables, after adjusting for variables 1, 3 and 9, are
 * computed. Note in the output that the row and column labels are numbers, not
 * variable numbers. The corresponding variable numbers would be 2, 4, 5, 6, 7
 * and 8, respectively.
 *
 * @see <a href="PartialCovariancesEx2.java">Code</a>
 * @see <a href="doc-files/PartialCovariancesEx2.out">Output</a>
 */

public class PartialCovariancesEx2 {

    static public void main(String arg[]) throws Exception {
        double sigma[][] = {
            {1.000, 0.523, 0.395, 0.471, 0.346, 0.426, 0.576, 0.434, 0.639},
            {0.523, 1.000, 0.479, 0.506, 0.418, 0.462, 0.547, 0.283, 0.645},
            {0.395, 0.479, 1.000, 0.355, 0.270, 0.254, 0.452, 0.219, 0.504},
            {0.471, 0.506, 0.355, 1.000, 0.691, 0.791, 0.443, 0.285, 0.505},
            {0.346, 0.418, 0.270, 0.691, 1.000, 0.679, 0.383, 0.149, 0.409},
            {0.426, 0.462, 0.254, 0.791, 0.679, 1.000, 0.372, 0.314, 0.472},
            {0.576, 0.547, 0.452, 0.443, 0.383, 0.372, 1.000, 0.385, 0.680},
            {0.434, 0.283, 0.219, 0.285, 0.149, 0.314, 0.385, 1.000, 0.470},
            {0.639, 0.645, 0.504, 0.505, 0.409, 0.472, 0.680, 0.470, 1.000}
        };

        int xIndices[] = {1, 0, 1, 0, 0, 0, 0, 0, 1};
        int df = 30;

        PartialCovariances pcov = new PartialCovariances(xIndices, sigma, df);

        double correl[][] = pcov.getPartialCorrelationMatrix();
        new PrintMatrix("Partial Correlations").print(correl);

        double pValues[][] = pcov.getPValues();
        new PrintMatrix("P-Values").print(pValues);
    }
}