Correlation
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Hello who i can do the correlation between two numbers? thank you
[EDIT SCd - moved answer to question]
i've seen that there is the function corrcoef(x,y) but i want to know if i have an x and an y vector of the same size does this function correlate each x(i) element with the y(i) at the same position? to be clear i need the correlation of x(1) with y(1), x(2) with y(2)..x(n) with y(n).
回答（2 个）
Sean de Wolski
2012-1-25
Yes. It does.
A good example:
corrcoef(1:10,10:-1:1)
More:
corrcoef when called with two scalars or vectors produces a 2x2 matrix. The diagonal of the matrix is the correlation of the two vectors to themselves. These should always be 1 (unless there is a nan or an inf).
The antidiagonal is each vector's correlation to each other.
so corrcoef(x,y) will be: [x2x, x2y; y2x y2y]
These are the values you are most likely after. Scalars will always be perfectly correlated to each other. If I give pi and 42 to corrcoef for the data provided they are perfectly correlated (as is pi and -42 or any other number out there!). The same is true for 2 element vectors except there is an addition of sign, e.g:
corrcoef([1,2],[1,1000])
versus
corrcoef([1,2],[1,-1000])
Salvatore Turino
2012-1-25
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Sean de Wolski
2012-1-25
Unless there is a nan,inf or two zeros, the correlation between two scalars will always b1. You could also, always exctract the component of the 2x2 matrix that you need. I explained what each was above.
Salvatore Turino
2012-1-25
Tom Lane
2012-1-25
I'm not sure what you want. How different is 1 from 3?
Normally correlation requires a sequence of numbers. But even then, you're measuring how much they vary in tandem, not how their specific values differ.
Salvatore Turino
2012-1-25
Sean de Wolski
2012-1-25
oh. I would use a difference (minus).
3 - 1
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2012-1-25
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