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C++ API

: corr (x)

: corr (x, y)

Compute matrix of correlation coefficients.

If each row of x and y is an observation and each column is a variable, then the (i, j)-th entry of corr (x, y) is the correlation between the i-th variable in x and the j-th variable in y.

corr (x,y) = cov (x,y) / (std (x) * std (y))

If called with one argument, compute corr (x, x), the correlation between the columns of x.

See also: cov.

Package: octave