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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


Version Description
1.0.0 initial version

Author


Allan CORNET

Statistics cov >>