Statistics Toolbox    
corrcoef

Correlation coefficients.

Syntax

Description

R = corrcoef(X) returns a matrix of correlation coefficients calculated from an input matrix whose rows are observations and whose columns are variables. Element i,j of the matrix R is related to the corresponding element of the covariance matrix C = cov(X) by

The corrcoef function is part of the standard MATLAB language.

See Also

cov, mean, std, var


 cordexch cov