Correlation Coefficient (Corrcoef)

6 visualizzazioni (ultimi 30 giorni)
Muhammad
Muhammad il 17 Ago 2015
Risposto: the cyclist il 17 Ago 2015
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.

Risposta accettata

the cyclist
the cyclist il 17 Ago 2015
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.

Più risposte (0)

Community Treasure Hunt

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

Start Hunting!

Translated by