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Scilabヘルプ >> Statistics > Multivariate - regress correl PCA > correl

correl

2つの変数の相関

呼び出し手順

rho=correl(x,y,fre)

Parameters

x

実数または複素数のベクトル

y

実数または複素数のベクトル

fre

length(x) x length(y)の行列

説明

correl(x,y,fre) は,2個の変数xおよびyの 相関を計算します. freは次元length(x) x length(y)の行列です. freの添字(i,j)の要素はx_i&y_jの値または数値または周波数となります.

参考文献

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

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)

参照

  • covar — 2つの変数の共分散
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