MATLAB: Correlation coefficient

correlation coefficient

This function will generate a normal distribution conditional by bounds:

http://www.mathworks.com/matlabcentral/fileexchange/23832-truncated-gaussian

 i run above code 2times and have 2 vectors by this format x=(1,i),i=1e4 and now i want to make correlation coefficient between those variables.what should i do?

Best Answer

Hi,

doc corrcoef

Best regards, W.

Related Solutions

MATLAB: Correlation Coefficient (Corrcoef)

Aij/(Aii*Ajj)^1/2

is not the matrix of correlation coefficients of A.

Cij/(Cii*Cjj)^1/2

is the matrix of correlation coefficients of A, where C is the covariance matrix of A.

This is explained in the Description section of the documentation for corrcoef.

MATLAB: Formula for cross-correlation in matlab

It looks like that 'xcorr' does not calculate Pearson correlation coefficient directly. To get Pearson correlation coefficient, we have to remove the mean first and then call 'xcorr' which will then give Pearson correlation coefficient.

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Related Solutions

MATLAB: Correlation Coefficient (Corrcoef)

MATLAB: Formula for cross-correlation in matlab

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