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

	% Calculating : Pearson Correlation Coefficient
	% Written by Hasan Sheikh Faridul on 18 July 2014
	a=randn(100,1);
	b=randn(100,1);
	% equation taken from http://www.socscistatistics.com/tests/pearson/
	rho = mean((a-mean(a)).*(b-mean(b))) ./ (sqrt(mean((a-mean(a)).^2)).*sqrt(mean((b-mean(b)).^2)));
	% you can calculate with matlab too if you have statistic toolbox
	% http://www.mathworks.fr/fr/help/stats/corr.html
	rho2 = corr(a,b);

view raw PearsonCorr hosted with ❤ by GitHub