corrcoef (Signal Processing Toolbox)

Compute the correlation coefficient matrix.

Syntax

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.

The corrcoef function is part of the standard MATLAB language.

See Also

cov
Covariance matrix.

mean
Average value (see the MATLAB documentation).

median
Median value (see the MATLAB documentation).

std
Standard deviation (see the MATLAB documentation).

xcorr
Cross-correlation function estimate.

xcov
Cross-covariance function estimate (equal to mean-removed cross-correlation).

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

convmtx corrmtx