Examples
// correl(x, y) x = [2.5 7.5 12.5 17.5]; y = [6.3 7.1 8.2 9.4]; r = correl(x, y) // correl(x, y, fre) h=[0 1 2] fre=[.03 .12 .07;.02 .13 .11;.01 .13 .14;.01 .09 .14] rho=correl(x,h,fre) |  |  |
correlation of two variables
rho=correl(x, y [, fre])
real or complex vector.
real or complex vector.
matrix of type length(x) x length(y). (Optional)
correl(x,y) or correl(x,y, fre) computes the
correlation of two variables x and y.
If you use correl(x,y), x and y must be the same
size (size(x, "*") must be equal to size(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 frequencies of x_i&y_j.
Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.
// correl(x, y) x = [2.5 7.5 12.5 17.5]; y = [6.3 7.1 8.2 9.4]; r = correl(x, y) // correl(x, y, fre) h=[0 1 2] fre=[.03 .12 .07;.02 .13 .11;.01 .13 .14;.01 .09 .14] rho=correl(x,h,fre) | | |
| Version | Description |
| 5.5.0 | Third input argument is now optional. |