diff --git a/src/corFamily.cpp b/src/corFamily.cpp index f6f0c9c..7bc70a6 100644 --- a/src/corFamily.cpp +++ b/src/corFamily.cpp @@ -44,10 +44,19 @@ Rcpp::NumericMatrix corRcpp(Rcpp::NumericMatrix & X) { const int m = X.ncol(); + const int n = X.nrow(); // Centering the matrix X = centerNumericMatrix(X); + Rcpp::NumericMatrix cor(m, m); + + // Degenerate case + if (n == 0) { + std::fill(cor.begin(), cor.end(), Rcpp::NumericVector::get_na()); + return cor; + } + // Compute 1 over the sample standard deviation Rcpp::NumericVector inv_sqrt_ss(m); for (int i = 0; i < m; ++i) { @@ -55,7 +64,6 @@ Rcpp::NumericMatrix corRcpp(Rcpp::NumericMatrix & X) { } // Computing the correlation matrix - Rcpp::NumericMatrix cor(m, m); for (int i = 0; i < m; ++i) { for (int j = 0; j <= i; ++j) { cor(i, j) = Rcpp::sum(X(Rcpp::_,i)*X(Rcpp::_,j)) * @@ -77,11 +85,19 @@ Rcpp::NumericMatrix xcorRcpp(Rcpp::NumericMatrix & X, const int m_X = X.ncol(); const int m_Y = Y.ncol(); + const int n = X.nrow(); // Centering the matrices X = centerNumericMatrix(X); Y = centerNumericMatrix(Y); + Rcpp::NumericMatrix cor(m_X, m_Y); + + // Degenerate case + if (n == 0) { + std::fill(cor.begin(), cor.end(), Rcpp::NumericVector::get_na()); + return cor; + } // Compute 1 over square root the sum of squares Rcpp::NumericVector inv_sqrt_ss_X(m_X); @@ -94,7 +110,6 @@ Rcpp::NumericMatrix xcorRcpp(Rcpp::NumericMatrix & X, } // Computing the cross-correlation matrix - Rcpp::NumericMatrix cor(m_X, m_Y); for (int i = 0; i < m_X; ++i) { for (int j = 0; j < m_Y; ++j) { cor(i, j) = Rcpp::sum(X(Rcpp::_, i)*Y(Rcpp::_, j)) * @@ -112,18 +127,39 @@ Rcpp::NumericMatrix xcorRcpp(Rcpp::NumericMatrix & X, //' @export // [[Rcpp::export]] arma::mat corArma(const arma::mat & X) { - arma::mat cor = arma::cor(X, 0); - cor.diag() /= cor.diag(); // Ensure 1 in the diagonal (if not NaN) - return cor; + arma::mat out(X.n_cols, X.n_cols); + + // Degenerate cases + if (X.n_cols == 0) { + return out; + } else if (X.n_rows == 0 || X.n_rows == 1) { + out.fill(Rcpp::NumericVector::get_na()); + } else { + out = arma::cor(X, 0); + } + + out.diag() /= out.diag(); // Ensure 1 in the diagonal (if not NaN) + return out; } // Cross-correlation implementation in armadillo //' @rdname corFamily //' @export // [[Rcpp::export]] -arma::mat xcorArma(const arma::mat & X, - const arma::mat & Y) { - return arma::cor(X, Y, 0); +arma::mat xcorArma(const arma::mat& X, + const arma::mat& Y) { + arma::mat out(X.n_cols, Y.n_cols); + + // Degenerate case first + if (X.n_cols == 0 || Y.n_cols == 0) { + return out; + } else if (X.n_rows == 0 || X.n_rows == 1 || Y.n_rows == 0 || Y.n_rows == 1) { + out.fill(Rcpp::NumericVector::get_na()); + } else { + out = arma::cor(X, Y, 0); + } + + return out; } @@ -135,6 +171,12 @@ arma::mat xcorArma(const arma::mat & X, // [[Rcpp::export]] Eigen::MatrixXd corEigen(Eigen::Map & X) { + // Handle degenerate cases + if (X.rows() == 0 && X.cols() > 0) { + return Eigen::MatrixXd::Constant(X.cols(), X.cols(), + Rcpp::NumericVector::get_na()); + } + // Computing degrees of freedom // n - 1 is the unbiased estimate whereas n is the MLE const int df = X.rows() - 1; // Subtract 1 by default @@ -159,6 +201,14 @@ Eigen::MatrixXd corEigen(Eigen::Map & X) { Eigen::MatrixXd xcorEigen(Eigen::Map & X, Eigen::Map & Y) { + // Handle degenerate cases + if (X.cols() == 0 || Y.cols() == 0) { + return Eigen::MatrixXd::Constant(0, 0, 0); + } else if (X.rows() == 0) { // && X.cols() > 0 && Y.cols() > 0 implicit + return Eigen::MatrixXd::Constant(X.cols(), Y.cols(), + Rcpp::NumericVector::get_na()); + } + // Computing degrees of freedom // n - 1 is the unbiased estimate whereas n is the MLE const int df = X.rows() - 1; // Subtract 1 by default diff --git a/src/covFamily.cpp b/src/covFamily.cpp index f504068..799aee1 100644 --- a/src/covFamily.cpp +++ b/src/covFamily.cpp @@ -109,7 +109,7 @@ Rcpp::NumericMatrix xcovRcpp(Rcpp::NumericMatrix & X, } -// Covariance "implementation"" in Armadillio +// Covariance implementation in Armadillio //' @rdname covFamily //' @export // [[Rcpp::export]] @@ -130,7 +130,7 @@ arma::mat covArma(const arma::mat& X, } -// Cross-covariance "implementation"" in Armadillio +// Cross-covariance implementation in Armadillio //' @rdname covFamily //' @export // [[Rcpp::export]]