Linear correlation
in [Matlab]
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From: Avengeline on 8 Mar 2010 13:05 I am confused. Anyone can tell me what is the difference between corr and corrcoef?
From: Peter Perkins on 8 Mar 2010 13:49 On 3/8/2010 1:05 PM, Avengeline wrote: > I am confused. Anyone can tell me what is the difference between corr > and corrcoef? For the purposes of linear correlation, no difference except that corr will calculate a "cross correlation" between two sets of variables. So e.g., in the simplest case, when x and y are both column vectors, corrcoef returns a 2x2 corr matrix, [1 rho; rho 1], while corr returns a scalar corr coef, rho. But also, corr can compute both Spearman's and Kendall's _rank_ correlations.
From: Avengeline on 8 Mar 2010 20:22 Peter Perkins <Peter.Perkins(a)MathRemoveThisWorks.com> wrote in message <hn3grf$68a$1(a)fred.mathworks.com>... > On 3/8/2010 1:05 PM, Avengeline wrote: > > I am confused. Anyone can tell me what is the difference between corr > > and corrcoef? > > For the purposes of linear correlation, no difference except that corr will calculate a "cross correlation" between two sets of variables. So e.g., in the simplest case, when x and y are both column vectors, corrcoef returns a 2x2 corr matrix, [1 rho; rho 1], while corr returns a scalar corr coef, rho. > > But also, corr can compute both Spearman's and Kendall's _rank_ correlations. Thanks. So, corr is actually computing Pearson's Linear Coefficient Correlation right?
From: Peter Perkins on 9 Mar 2010 06:41 On 3/8/2010 8:22 PM, Avengeline wrote: > Thanks. So, corr is actually computing Pearson's Linear Coefficient > Correlation right? >> help corr CORR Linear or rank correlation. [snip] Parameter Value 'type' 'Pearson' (the default) to compute Pearson's linear correlation coefficient, 'Kendall' to compute Kendall's tau, or 'Spearman' to compute Spearman's rho.
From: Avengeline on 10 Mar 2010 11:24
Peter Perkins <Peter.Perkins(a)MathRemoveThisWorks.com> wrote in message <hn5c4d$gmm$1(a)fred.mathworks.com>... > On 3/8/2010 8:22 PM, Avengeline wrote: > > Thanks. So, corr is actually computing Pearson's Linear Coefficient > > Correlation right? > > >> help corr > CORR Linear or rank correlation. > [snip] > Parameter Value > 'type' 'Pearson' (the default) to compute Pearson's linear > correlation coefficient, 'Kendall' to compute Kendall's > tau, or 'Spearman' to compute Spearman's rho. > Meaning to say.. for data A = [....] and B= [..] corr(A,B) <-- this is pearson's linear correlation coefficient? if for kendall... is it.. corr(A,B,'Kendall')? |