correl

correl - correlation of two variables

Calling Sequence

rho=correl(x,y,fre)

Parameters

x : real or complex vector
y : real or complex vector
fre : matrix of type length(x) x length(y)

Description

correl(x,y,fre) computes the correlation of two variables x and y. fre is a matrix of dimensions length(x) x length(y). In fre the element of indices (i,j) corresponds to the value or number or frequences of x_i&y_j.

REFERENCES

Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.

Examples

x=[2.5 7.5 12.5 17.5]
h=[0 1 2]
fre=[.03 .12 .07;.02 .13 .11;.01 .13 .14;.01 .09 .14]
rho=correl(x,h,fre)

Author