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S = corrcoef(X) S = corrcoef(x,y)
S = corrcoef(X)
returns a matrix of correlation coefficients calculated from an input matrix whose rows are observations and whose columns are variables. The matrix S = corrcoef(X) is related to the covariance matrix C = cov(X) by
corrcoef(X) is the zeroth lag of the covariance function, that is, the zeroth lag of xcov(x,'coeff') packed into a square array.
S = corrcoef(x,y)
where x and y are column vectors is the same as corrcoef([x y]).
xcorr, xcov in the Signal Processing Toolbox, and:
cov Covariance matrix
mean Average or mean value of arrays
std Standard deviation