MATLAB: Correlation matrix of two vectors of the same length

MATLAB

Hello,

I have two vectors A and B of the same length (1×12) and I want to make the correlation matrix (12×12) of these two, I made C = corr(A,B) and it gave me a 12×12 NaN.

Thank you.

Best Answer

This will happen regardless of whether or not you have NaN values in your vectors, because what you are asking for is not very sensible.

Each entry in your 12x12 matrix is going to be the "correlation" of a single value from a with a single value from b. So

M(1,1) = corr(a(1),b(1))

which is NaN, regardless of values, because the correlation of two numbers is not defined.

Are you sure you don't want a single correlation value for the two vectors?

M = corr(a',b')

Related Solutions

MATLAB: What is different between ‘corr’ and ‘corrcoef’

If you want a single correlation coefficient between two matrices, then neither, see corr2.

For two matrices, corr() returns the pairwise correlation between the columns of the two matrices if that is what you want.

If you input two matrices into corrcoef(), it converts the matrices to column vectors first and then just computes the correlation coefficient between those two vectors.

So for example:

   X = randn(8,8);
   Y = randn(8,8);
   corrcoef(X,Y)

is the same as

 X1 = X(:);
 Y1 = Y(:);
 corrcoef(X1,Y1)

MATLAB: Correlation between two row matrices

Like that, each value of "a" is correlated to each value of "b", but applying the formula of the correlation, the correlation of two single numbers is NaN. To compute the correlation correctly, traspose the input vectors

result  = corr(a', b');

Best Answer

Related Solutions

MATLAB: What is different between ‘corr’ and ‘corrcoef’

MATLAB: Correlation between two row matrices

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