How to get correlation coefficient between data with Monte Carlo?

2021 8 26
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更新时间：2021 8 29
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Hi everyone:
I have a input data matrix with 10 columns. I want to calculate the correlation coefficient between each column of input data matrix and target data vector with Monte Carlo.But I dont know what to do. Please help me. Thanks.

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Jeff Miller
Jeff Miller 2021-8-27
It isn't clear what you are trying to do. "with Monte Carlo" just means that randomness will somehow enter into your correlation calculations. What exactly are you thinking will vary randomly?
Nazila Pourhajy
Nazila Pourhajy 2021-8-28
I am trying to obtain the correlation coefficient between the data with GCA and Copula and Monte Carlo methods to confirm the correctness of the correlation coefficients obtained with GCA. But the correlation coefficients obtained with GCA are different from the coefficients obtained from the Copula. That's why I want to test the correlation coefficients with Monte Carlo as well.
Jeff Miller
Jeff Miller 2021-8-29
Sorry, I don't know how to help with that.

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回答（1 个）

KSSV
KSSV 2021-8-26

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Read about regression, corr2, corrcoef.

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Nazila Pourhajy
Nazila Pourhajy 2021-8-26
I have information about these cases. What does this have to do with the Monte Carlo simulation? If you have information about the Monte Carlo method, please explain clearly and unambiguously. Thankful.

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