The call colcor(x)
returns a matrix containing the correlation of the columns of
x, where x is a real or double-precision matrix.
The return value has the same type as x.
Each column of x corresponds to a random variable,
and each row of x corresponds to a realization.
The row and column dimensions of the return value are equal to the
column dimension of x.
If C is the colcov(x)
the (i, j)th element of the return value is
C(i,j) / sqrt(C(i,i) C(j,j)).
If both x and y are vectors of equal length,
returns that correlation between the two vectors.
To be specific this is the return value is equal to the return value of
where the first column of X contains the elements
of the vector x and the second column of X
contains the elements of y.