clc;N = 1000;norm_mean = 0;norm_var = 1;%generating random variable with standard normal distribution and
%calculating PDF
r1= norm_mean+sqrt(norm_var)*randn(1,N);%calculating PDFy1 = pdf('Normal',r1,norm_mean,sqrt(norm_var));%Random variable 2
r2= norm_mean+sqrt(norm_var)*randn(1,N);y2 = pdf('Normal',r2,norm_mean,sqrt(norm_var));%Random Variable 3
r3= norm_mean+sqrt(norm_var)*randn(1,N);y3 = pdf('Normal',r3,norm_mean,sqrt(norm_var));%Calculate correlation between columns Y1 and Y2
)[rho,pval] = corr([y1(:),y2(:)],y3(:),'type','Spearman')%Calculating correlation between Y1 and Y2 and Y3 using corrcoef
[r,p] = corrcoef(y1(:),y2(:)) %%Cannot calculate it
%calculating Gaussian/Normal copula
u = copularnd('Gaussian',rho,N); %%Cannot calculate it
MATLAB: CAlculating Gaussian Copula but shows error
correlationMATLAB
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