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correlation matrix from pairwise correlations of matrices

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OH 2016-8-23

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回答： OH 2016-8-23

采纳的回答： Thorsten

Hi, I have a set of n-by-n matrices and I would like to do pairwise correlations of all matrices and to get a correlation matrix containing persons r for all pairwise correlations as output. Is there a fast way to do the pairwise correlations for all possible pairs? I was thinking of a for-loop, but I am not sure how to write it.

Thanks

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Thorsten 2016-8-23

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Convert each matrix to a column vector of X, using (:), and then run

corrcoef(X)

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OH 2016-8-23

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Thanks!

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