Programmer Guide/Command Reference/EVAL/corr: Difference between revisions
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;Result 2: The correlation matrix ''r'' of the column vectors of ''x''. | ;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> | :<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: [[Programmer_Guide/Command_Reference/EVAL/avr|avr]], [[Programmer_Guide/Command_Reference/EVAL/dev|dev]], [[Programmer_Guide/Command_Reference/EVAL/ | ;See also: [[Programmer_Guide/Command_Reference/EVAL/avr|avr]], [[Programmer_Guide/Command_Reference/EVAL/dev|dev]], [[Programmer_Guide/Command_Reference/EVAL/var|var]] | ||
[[Programmer_Guide/Command_Reference/EVAL#Functions|<function list>]] | [[Programmer_Guide/Command_Reference/EVAL#Functions|<function list>]] | ||
Revision as of 14:05, 8 April 2011
Compute the correlation coefficient or the correlcation matrix.
- Usage 1
var(xvector, yvector)- 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
var(xmatrix)var(xmatrix, yscalar)var(xmatrix, yvector)- 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.
