Programmer Guide/Command Reference/EVAL/corr: Difference between revisions

Latest revision as of 10:27, 21 April 2011

Compute the correlation coefficient or the correlcation matrix.

Usage 1: corr(x_vector, y_vector)
Result 1: The correlecation coefficient r (product-moment correlation) of the vectors x and y.; r = var(x, y) / sqrt( var(x) * var(y) )

Usage 2: corr(x_matrix); corr(x_matrix, y_scalar); corr(x_matrix, y_vector)
Result 2: The correlation matrix r of the column vectors of x.; r[i,j] = var(x[*,i], x[*,j]) / sqrt( var(x[*,i]) * var(x[*,j]) ) , with: i,j = 0..ncol(x)-1; If the argument y is supplied, it is used as column average like for the computation of the covariance matrix.

@@ Line 1: / Line 1: @@
 {{DISPLAYTITLE:{{SUBPAGENAME}}}}
-=====corr=====
+Compute the correlation coefficient or the correlcation matrix.
+----
+;Usage 1: <code>corr(''x''<sub>vector</sub>, ''y''<sub>vector</sub>)</code>
+;Result 1: The correlecation coefficient ''r'' (product-moment correlation) of the vectors ''x'' and ''y''.
+:<code>''r'' = var(''x'', ''y'') / sqrt( var(''x'') * var(''y'') )</code>
+----
+;Usage 2: <code>corr(''x''<sub>matrix</sub>)</code>
+:'''<code>corr(''x''<sub>matrix</sub>, ''y''<sub>scalar</sub>)</code>'''
+:'''<code>corr(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>'''
+;Result 2: The correlation matrix ''r'' of the column vectors of ''x''.
+:<code>''r''[i,j] = var(''x[*,i]'', ''x''[*,j]) / sqrt( var(''x''[*,i]) * var(''x''[*,j]) ) , with: i,j = 0..ncol(''x'')-1</code>
+:If the argument ''y'' is supplied, it is used as column average like for the computation of the [[Programmer_Guide/Command_Reference/EVAL/var|covariance matrix]].
+----
+;See also: [[../avr|avr]], [[../dev|dev]], [[../var|var]], [[../corrfun|corrfun]], [[../svd|svd]]
-The product moment correlation of the vector <var>x</var>v and <var>y</var>v.
+[[../#Functions|<function list>]]
-=====Usage:=====
-<code>corr(<var>x</var>v,<var>y</var>v)</code>
-=====Return Type:=====
-scalar