corr

Syntax

c = corr(x)

c = corr(x,y)

Inputs

x

Data sample.

Type: double

Dimension: vector | matrix

y

Data sample.

Type: double

Dimension: vector | matrix

Outputs

c

Correlation coefficient.

Dimension: scalar | matrix

Example

a=[1,2,3,4;1,4,9,16;16,9,4,1;1,8,27,64];
b=[2,3,4;4,9,16;8,27,64;16,9,4];
c=corr(a,b)

c = [Matrix] 4 x 3
0.053838 0.96225  0.9802   
0.774    0.78633  0.61452  
0.8863   -0.21581 -0.44596 
0.85931  -0.28643 -0.51024 

Comments

When x is a matrix c=corr(x) computes matrix c such that c(i,j) is the correlation coefficient of columns i and j of x.

When x and y are vectors c=corr(x,y) computes the correlation coefficient of the vectors.

When x and y are matrices c=corr(x,y) computes matrix c such that c(i,j) is the correlation coefficient of column i of x and column j of y.