If I have a matrix:
data = rand(365,5);
What is the most appropriate way of calculating the correlation between each column and the mean of the remaining columns. For example, for the first column:
R = nonzeros(tril(corrcoef(data(:,1),mean(data(:,2:end)')'),-1));
How could I repeat this procedure so that I have 5 correlation values i.e. for each series?
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