How to partition a matrix into components that are independent?
5 次查看(过去 30 天)
显示 更早的评论
I'm going to partition a symmetric matrix (covariance matrix) into columns/rows that are independent. Any help is appreciated.
2 个评论
Mahdi
2014-5-26
Do you mean that you want to extract certain values (rows/columns) and define them as new variables?
回答(2 个)
Star Strider
2014-5-26
Is this what you want to do?
X = rand(4,4);
Xr = X(2,:) % Extract second row
Xc = X(:,3) % Extract third column
2 个评论
Star Strider
2014-5-26
The easiest way is probably to use the core MATLAB function corrcoef. The way I would suggest using it is to use the P (probability) values:
[R,P] = corrcoef(X)
[pr,pc] = find(P < 0.05)
and search for the lowest ones, or those that exceeded your limits, for instance P < 0.05 or lower. The find function will give you the row and column indices for those values. There may be other criteria, but this has the advantage of having statistical validity.
Kelly Kearney
2014-5-26
help corr
Will calculate linear correlation between columns of a matrix.
0 个评论
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Creating and Concatenating Matrices 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!