Pearson Calculation using MATLAB

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Abhishek
Abhishek 2011-4-28
评论： Tahariet Sharon 2017-10-28
For calculating Pearson Coefficient, i am using the below formula in MATLAB:
C=cov(x,y); p=C(2)/(std(x)*std(y));
But C(2) is zero in my case if
x = [1 0 1 0 0 0]; y = [1 1 1 1 1 1];
Any idea where I am going wrong

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回答（1 个）

Matt Tearle
Matt Tearle 2011-4-28
Your y values are all the same. Hence y_i - mean(y) = 0 for each i. The formula for covariance is
cov(x,y) = sum_i[(x_i-mean(x))*(y_i-mean(y)]/n
So every term in your sum is 0. This makes sense in that there is only one y value, but different corresponding x values. The correlation coefficient, however, will be NaN because std(y) will also be 0.
  2 个评论
Oleg Komarov
Oleg Komarov 2011-4-28
@Abhishek: you can also use corrcoeff
Tahariet Sharon
Tahariet Sharon 2017-10-28
I think you should normalize by n-1.

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