Correlation Coefficient (Corrcoef)

조회 수: 6 (최근 30일)
Muhammad
Muhammad 2015년 8월 17일
답변: the cyclist 2015년 8월 17일
Suppose I have a matrix A=[3,2;2,3]. If I want to find the correlation coefficients of A using Aij/(Aii*Ajj)^1/2, I get the matrix C=[1 0.666;0.666 1](This result is also true, if I use the matlab command cov2corr()). But if I use the matlab command corrcoef(), which is using the same formula to calculate the correlation coefficients, I get the result C=[1 -1;-1 1]. Why is the result different? Kindly guide me.

채택된 답변

the cyclist
the cyclist 2015년 8월 17일
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.

추가 답변 (0개)

카테고리

Help CenterFile Exchange에서 Correlation and Convolution에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by