edgarmtze
edgarmtze

Reputation: 25058

correlation matrix MATLAB

Do you know a matlab script that gets the correlation matrix of a set of data like numbe of columns=7, and rows = n>>7

 x1      x2      x3      x4     x5     x6      x7 

0.780   2.042   2.754   2.894  5.000  5.000  5.000
0.767   0.816   2.758   2.898  5.000  1.644  1.626
0.816   0.836   1.558   2.124  2.952  5.000  5.000
0.848   0.871   1.588   2.147  2.966  5.000  5.000
1.378   1.620   1.433   2.567  3.268  3.203  5.000
....

Upvotes: 2

Views: 11111

Answers (1)

nibot
nibot

Reputation: 14958

Try corrcoef.

In general, you can find these sort of things immediately by searching the online help, for example via the convenient lookfor command:

>> lookfor correlation
corrcoef                       - Correlation coefficients.
msfuncorr                      - an M-S-function which performs auto- and cross-
...

>> help corrcoef
CORRCOEF Correlation coefficients.
   R=CORRCOEF(X) calculates a matrix R of correlation coefficients for
   an array X, in which each row is an observation and each column is a
   variable.

For instance

load file.txt
result= CORRCOEF(file);

Upvotes: 7

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