2014-04-22

怎样用matlab求相关系数矩阵

我们是用corr来计算的：

[RHO,PVAL] = corr(X,Y,'name',value)

其中name可以是type，rows，tail，而value分别如下：

type： 'Pearson' (the default) computes Pearson's linear correlation coefficient

'Kendall' computes Kendall's tau

'Spearman' computes Spearman's rho

rows 'all' (the default) uses all rows regardless of missing va...全部

我们是用corr来计算的：

[RHO,PVAL] = corr(X,Y,'name',value)

其中name可以是type，rows，tail，而value分别如下：

type： 'Pearson' (the default) computes Pearson's linear correlation coefficient

'Kendall' computes Kendall's tau

'Spearman' computes Spearman's rho

rows 'all' (the default) uses all rows regardless of missing values (NaNs)

'complete' uses only rows with no missing values

'pairwise'computes RHO(i,j) using rows with no missing values in column i or j

tail 'both' — Correlation is not zero (the default)

'right' — Correlation is greater than zero

'left' — Correlation is less than zero。

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