Friday, July 18, 2014

Calculating : Pearson Correlation Coefficient (without Statistics toolbox)


This is the equation to compute  Pearson Correlation Coefficient between x and y variable. In other words, if x and y are column vector and we want to know how much they are correlated, we can use the above formula find our r. If r is close to 1, its positively correlated if negative 1 its negatively correlated so on and so forth. See the MATLAB code snippet below. You can compare the result with matlabs implementation if you have Statistics Toolbox

No comments:

Post a Comment

Please ask if anything is not clear enough..........