|
|
Contents | Previous | Next | Subchapters |
| Syntax |
colcor(x) |
| Syntax |
colcor(x, y) |
| See Also | corrcoef , colcov , colstd , colmean , colmad , colmse |
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)).
colcor(x, y)
returns that correlation between the two vectors.
To be specific this is the return value is equal to the return value of
colcor(X)
where the first column of X contains the elements
of the vector x and the second column of X
contains the elements of y.
x = [{0., 2., 4.}, {0., -1., 1.}]
colcor(x)
returns
{
[ 1 , 0.5 ]
[ 0.5 , 1 ]
}
corrcoef
instead of colcor.
If in Mlmode you enter,
x = [ [0 ; 2 ; 4 ], [0 ; -1 ; 1] ];
corrcoef(x)
O-Matrix will reply
{
[ 1 , 0.5 ]
[ 0.5 , 1 ]
}