Scilab Function
Last update : 28/10/2005

corrcoeff - Correlation Coefficient calculation

Calling Sequence

R = corrcoeff(x,y)

Parameters

Description

The calculation of the correlation coefficients is done in the time area. Especially, when only one rhs is used, the strength of SciLab, MatLab or Octave can be seen:

In the sci-function, the correlation coefficient is calculated by: zm1=x - meshgrid(mean(x,'r'),1:1:N); W0=(zm1.')*zm1; W1=sqrt(diag(W0)*diag(W0).'); R=W0 ./W1;

Examples

X=rand(1000,100,'normal');
R=corrcoeff(X);
k=0:1:99;
plot2d(k,diag(R));
xclick();
xbasc();
plot2d(k,diag(R,1));

See Also

akfrader ,   meshgrid ,  

Authors

Dr. Andreas Geissler geisslea@web.de

Used Function

meshgrid