corrcoef

Correlation coefficients

Syntax

• R = corrcoef(M)

Input argument

• M - a vector or matrix

Output argument

• R - Correlation coefficients of M.

Description

R = corrcoef(M) returns the matrix of correlation coefficients for M, where the columns of M represent random variables and the rows represent observations.

Example

M = [4 -7 3; 1 4 -2; 10 7 9];
R = corrcoef(M)

See also

cov, mean.

History

Author

Allan CORNET