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matlabvectorcorrelation
stanigator
stanigator

Reputation: 10934

Matlab: correlation number

I have a 2 vectors of numbers of either 1 or -1. What are the standard tools on Matlab that would help me calculate a correlation number between the two vectors? Thanks in advance!

Upvotes: 4

Views: 4029

Answers (2)

peter
peter

Reputation: 31

The corr function in matlab would switch to Phi-coefficient if it sees binary data.

Upvotes: 3

gnovice
gnovice

Reputation: 125854

The CORRCOEF function is what you're looking for:

R = corrcoef(vector1(:),vector2(:));  %# Returns a 2-by-2 matrix of
                                      %#   correlation coefficients

If you have the Statistics Toolbox, you may also want to check out the function CORR:

RHO = corr(vector1(:),vector2(:));  %# Returns the linear correlation coefficient
                                    %#   (default is a Pearson correlation)

Upvotes: 2

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