correl

Last update : 25/04/2007

correl - correlation of two variables

### Calling Sequence

  `rho=correl(x,y,fre)`

### Parameters

- `x` : real or complex vector
- `y` : real or complex vector
- `fre` : matrix of type length(x) x length(y)

### Description

`correl(x,y,fre)` computes the correlation of two variables x and y. fre is a matrix of dimensions length(x) x length(y). In fre the element of indices (i,j) corresponds to the value or number or frequences of x_i&y_j.

### References

Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.

### Examples

    x=[2.5 7.5 12.5 17.5]
    h=[0 1 2]
    fre=[.03 .12 .07;.02 .13 .11;.01 .13 .14;.01 .09 .14]
    rho=correl(x,h,fre)

### See Also

`covar` ,

### Author

Carlos Klimann