corrcoef

Signal Processing Toolbox

Correlation coefficient matrix.

C = corrcoef(X)
C = corrcoef(X,Y)

Description

corrcoef returns a matrix of correlation coefficients calculated from an input matrix whose rows are observations and whose columns are variables. If C = cov(X), then corrcoef(X) is the matrix whose element (i, j) is

C = corrcoef(X)

is the zeroth lag of the covariance function, that is, the zeroth lag of xcov(x,'coeff') packed into a square array.

C = corrcoef(X,Y)

is the same as corrcoef([X Y]), that is, it concatenates X and Y in the row direction before its computation.

corrcoef removes the mean from each column before calculating the results. See the xcorr function for cross-correlation options.

This function is part of the main MATLAB environment.

See Also


`cov`	Covariance matrix.
`mean`	Average value (see MATLAB Function Reference).
`median`	Median value (see MATLAB Function Reference).
`std`	Standard deviation (see MATLAB Function Reference).
`xcorr`	Cross-correlation function estimate.
`xcov`	Cross-covariance function estimate (equal to mean-removed cross-correlation).

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