added covariance matrix calculation

1 files changed, 5 insertions, 6 deletions

diff --git a/lin_reg1.awk b/lin_reg1.awk
index cf3e69a..8b03e2f 100755..100644
--- a/lin_reg1.awk
+++ b/lin_reg1.awk
@@ -4,7 +4,7 @@
 # simple linear regression between columns
 
 BEGIN {
-    OFS = "%.18g"
+    OFMT = "%.18g"
     sign = "[+-]?"
     decimal = "[0-9]+[.]?[0-9]*"
     fraction = "[.][0-9]*"
@@ -13,13 +13,11 @@ BEGIN {
 }
 
 NR == 1 {
-    header_nf = NF
-    for (n=1; n<=NF; n++) {
-        ($n !~ number) ? header[n] = $n : header[n] = "col" n
-    }
+    for (n=1; n<=NF; n++)
+        ($n ~ number) ? header[n] = "col" n : header[n] = $n
 }
 
-NF != 0 {
+NF > 0 {
     if (NF > nf_max)
         nf_max = NF
 
@@ -44,6 +42,7 @@ NF != 0 {
                 sum_xy[x,y] += $x*$y
                 sum_delta_xy[x,y] += delta[x]*delta[y]
 
+                # correlation
                 r_den[x,y] = sqrt(sum_delta2[x]*sum_delta2[y])
                 (r_den[x,y]) ? r[x,y] = sum_delta_xy[x,y]/r_den[x,y] : r[x,y] = 0