Programmer Guide/Command Reference/EVAL/corr: Difference between revisions
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: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]]. | :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 | ;See also: [[../avr|avr]], [[../dev|dev]], [[../var|var]], [[../corrfun|corrfun]], [[../svd|svd]] | ||
[[../#Functions|<function list>]] | [[../#Functions|<function list>]] | ||
Revision as of 07:48, 21 April 2011
Compute the correlation coefficient or the correlcation matrix.
- Usage 1
corr(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
corr(xmatrix)corr(xmatrix, yscalar)corr(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.
