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  • cov函数 corrcoef函数Matlab

    万次阅读 2019-01-24 13:24:45
    12.cov函数 cov函数用于求协方差矩阵,计算协方差的数学公式为:cov(x1,x2)=E[(x1-u1)(x2-u2)]。其中,E是数学期望,u1=Ex1,u2=Ex2。cov函数的调用语法如下。 (1)C=cov(x):若x为一向量,返回的则是向量元素的...

    12.cov函数

    cov函数用于求协方差矩阵,计算协方差的数学公式为:cov(x1,x2)=E[(x1-u1)(x2-u2)]。其中,E是数学期望,u1=Ex1,u2=Ex2。cov函数的调用语法如下。

    (1)C=cov(x):若x为一向量,返回的则是向量元素的方差,为一标量;若x为一个矩阵,则返回协方差矩阵。

    (2)C=cov(x,y):计算列向量x、y的协方差,要求x、y具有相等的元素个数。如果x、y是矩阵,那么MATLAB会将其转换为列向量,相当于cov([A(:),B(:)])。

    【例4-27】  cov函数使用示例。

    >> A = [-1 1 2 ; -2 3 1 ; 4 0 3]

    A =

        -1     1     2

        -2     3     1

         4     0     3

    >> C=cov(A)                       %  协方差矩阵

    C =

       10.3333   -4.1667    3.0000

       -4.1667    2.3333   -1.5000

        3.0000   -1.5000    1.0000

    >> v = diag(cov(A))'              %  矩阵A每列的方差

    v =

       10.3333    2.3333    1.0000

    >> V = var(A)                  %  矩阵A每列的方差

    V =

       10.3333    2.3333    1.0000

    通过比较可以看出,协方差矩阵主对角线上的元素就是每列的方差。

     

    13.corrcoef函数

    corrcoef函数用来计算矩阵相关系数。相关系数用符号表示,是一个无量纲量,计算公式为:。函数corrcoef的调用语法如下。

    (1)corrcoef(x):若x为一个矩阵,返回的则是一个相关系数矩阵,其尺寸与矩阵x一样。

    (2)corrcoef(x,y):计算列向量x、y的相关系数,要求x、y具有相等的元素个数。如果x、y是矩阵,那么corrcoef函数会将其转换为列向量,相当于corrcoef([x(:),y(:)])。

    【例4-28】  随机生成一组数据,考察第4列和其他列的相关性。

    >> x = randn(30,4);     %  无关联的数据

    >> x(:,4) = sum(x,2);    %  引入相关性

    >> [r,p] = corrcoef(x)  %   计算样本相关性和p值

    r =

        1.0000    0.3006   -0.1030    0.6403

        0.3006    1.0000   -0.1786    0.6412

       -0.1030   -0.1786    1.0000    0.2719

        0.6403    0.6412    0.2719    1.0000

    p =

        1.0000    0.1065    0.5881    0.0001

        0.1065    1.0000    0.3449    0.0001

        0.5881    0.3449    1.0000    0.1461

        0.0001    0.0001    0.1461    1.0000

    >> [i,j] = find(p<0.05);  %  查找显著性相关

    >> [i,j]                    %  显示下标索引

    ans =

         4     1

         4     2

         1     4

         2     4

    展开全文
  • 12.cov函数cov函数用于求协方差矩阵,计算协方差的数学公式为:cov(x1,x2)=E[(x1-u1)(x2-u2)]。其中,E是数学期望,u1=Ex1,u2=Ex2。cov函数的调用语法如下。(1)C=cov(x):若x为一向量,返回的则是向量元素的方差,...

    12.cov函数

    cov函数用于求协方差矩阵,计算协方差的数学公式为:cov(x1,x2)=E[(x1-u1)(x2-u2)]。其中,E是数学期望,u1=Ex1,u2=Ex2。cov函数的调用语法如下。

    (1)C=cov(x):若x为一向量,返回的则是向量元素的方差,为一标量;若x为一个矩阵,则返回协方差矩阵。

    (2)C=cov(x,y):计算列向量x、y的协方差,要求x、y具有相等的元素个数。如果x、y是矩阵,那么MATLAB会将其转换为列向量,相当于cov([A(:),B(:)])。

    【例4-27】  cov函数使用示例。

    >> A = [-1 1 2 ; -2 3 1 ; 4 0 3]

    A =

    -1     1     2

    -2     3     1

    4     0     3

    >> C=cov(A)                       %  协方差矩阵

    C =

    10.3333   -4.1667    3.0000

    -4.1667    2.3333   -1.5000

    3.0000   -1.5000    1.0000

    >> v = diag(cov(A))'              %  矩阵A每列的方差

    v =

    10.3333    2.3333    1.0000

    >> V = var(A)                  %  矩阵A每列的方差

    V =

    10.3333    2.3333    1.0000

    通过比较可以看出,协方差矩阵主对角线上的元素就是每列的方差。

    13.corrcoef函数

    corrcoef函数用来计算矩阵相关系数。相关系数用符号表示,是一个无量纲量,计算公式为:。函数corrcoef的调用语法如下。

    (1)corrcoef(x):若x为一个矩阵,返回的则是一个相关系数矩阵,其尺寸与矩阵x一样。

    (2)corrcoef(x,y):计算列向量x、y的相关系数,要求x、y具有相等的元素个数。如果x、y是矩阵,那么corrcoef函数会将其转换为列向量,相当于corrcoef([x(:),y(:)])。

    【例4-28】  随机生成一组数据,考察第4列和其他列的相关性。

    >> x = randn(30,4);     %  无关联的数据

    >> x(:,4) = sum(x,2);    %  引入相关性

    >> [r,p] = corrcoef(x)  %   计算样本相关性和p值

    r =

    1.0000    0.3006   -0.1030    0.6403

    0.3006    1.0000   -0.1786    0.6412

    -0.1030   -0.1786    1.0000    0.2719

    0.6403    0.6412    0.2719    1.0000

    p =

    1.0000    0.1065    0.5881    0.0001

    0.1065    1.0000    0.3449    0.0001

    0.5881    0.3449    1.0000    0.1461

    0.0001    0.0001    0.1461    1.0000

    >> [i,j] = find(p<0.05);  %  查找显著性相关

    >> [i,j]                    %  显示下标索引

    ans =

    4     1

    4     2

    1     4

    2     4

    展开全文
  • MATLAB Function Reference copyobj cosProvide feedback about this pagecorrcoefCorrelation coefficientsSyntaxR = corrcoef(X)R = corrcoef(x,y)[R,P]=corrcoef(...)[R,P,RLO,RUP]=corrcoef(...)[...]=...

    MATLAB Function Reference        copyobj   cos

    Provide feedback about this page

    corrcoef

    Correlation coefficients

    Syntax

    R = corrcoef(X)

    R = corrcoef(x,y)

    [R,P]=corrcoef(...)

    [R,P,RLO,RUP]=corrcoef(...)

    [...]=corrcoef(...,'param1',val1,'param2',val2,...)

    Description

    R = corrcoef(X) returns a matrix R of correlation coefficients calculated from an input matrix X whose rows are observations and whose columns are variables. The matrix R = corrcoef(X) is related to the covariance matrix C = cov(X) by

    corrcoef(X) is the zeroth lag of the normalized covariance function, that is, the zeroth lag of xcov(x,'coeff') packed into a square array.

    R = corrcoef(x,y) where x and y are column vectors is the same as corrcoef([x y]). If x and y are not column vectors, corrcoef converts them to column vectors. For example, in this case R=corrcoef(x,y) is equivalent to R=corrcoef([x(:) y(:)]).

    [R,P]=corrcoef(...) also returns P, a matrix of p-values for testing the hypothesis of no correlation. Each p-value is the probability of getting a correlation as large as the observed value by random chance, when the true correlation is zero. If P(i,j) is small, say less than 0.05, then the correlation R(i,j) is significant.

    [R,P,RLO,RUP]=corrcoef(...) also returns matrices RLO and RUP, of the same size as R, containing lower and upper bounds for a 95% confidence interval for each coefficient.

    [...]=corrcoef(...,'param1',val1,'param2',val2,...) specifies additional parameters and their values. Valid parameters are the following.

    'alpha'

    A number between 0 and 1 to specify a confidence level of 100*(1 - alpha)%. Default is 0.05 for 95% confidence intervals.

    'rows'

    Either 'all' (default) to use all rows, 'complete' to use rows with no NaN values, or 'pairwise' to compute R(i,j) using rows with no NaN values in either column i or j.

    The p-value is computed by transforming the correlation to create a t statistic having n-2 degrees of freedom, where n is the number of rows of X. The confidence bounds are based on an asymptotic normal distribution of 0.5*log((1+R)/(1-R)), with an approximate variance equal to 1/(n-3). These bounds are accurate for large samples when X has a multivariate normal distribution. The 'pairwise' option can produce an R matrix that is not positive definite.

    Examples

    Generate random data having correlation between column 4 and the other columns.

    x = randn(30,4);     % Uncorrelated data

    x(:,4) = sum(x,2);   % Introduce correlation.

    [r,p] = corrcoef(x)  % Compute sample correlation and p-values.

    [i,j] = find(p<0.05);  % Find significant correlations.

    [i,j]                % Display their (row,col) indices.

    r =

    1.0000   -0.3566    0.1929    0.3457

    -0.3566    1.0000   -0.1429    0.4461

    0.1929   -0.1429    1.0000    0.5183

    0.3457    0.4461    0.5183    1.0000

    p =

    1.0000    0.0531    0.3072    0.0613

    0.0531    1.0000    0.4511    0.0135

    0.3072    0.4511    1.0000    0.0033

    0.0613    0.0135    0.0033    1.0000

    ans =

    4     2

    4     3

    2     4

    3     4

    See Also

    cov, mean, median, std, var

    xcorr, xcov in the Signal Processing Toolbox

    展开全文
  • corrcoefCorrelation coefficientsSyntaxR = corrcoef(X)R = corrcoef(x,y)[R,P]=corrcoef(...)[R,P,RLO,RUP]=corrcoef(...)[...]=corrcoef(...,'param1',val1,'param2',val2,...)DescriptionR = corrcoef(X) return...

    corrcoef

    Correlation coefficients

    Syntax

    R = corrcoef(X)R = corrcoef(x,y)[R,P]=corrcoef(...)[R,P,RLO,RUP]=corrcoef(...)[...]=corrcoef(...,'param1',val1,'param2',val2,...)

    Description

    R = corrcoef(X) returns a matrix R of correlation coefficients calculated from an input matrix X whose rows are observations and whose columns are variables. The matrix R = corrcoef(X) is related to the covariance matrix C = cov(X) by

    corrcoef(X) is the zeroth lag of the normalized covariance function, that is, the zeroth lag of xcov(x,'coeff') packed into a square array.

    R = corrcoef(x,y) where x and y are column vectors is the same as corrcoef([x y]). If x and y are not column vectors, corrcoef converts them to column vectors. For example, in this case R=corrcoef(x,y) is equivalent to R=corrcoef([x(:) y(:)]).

    [R,P]=corrcoef(...) also returns P, a matrix of p-values for testing the hypothesis of no correlation. Each p-value is the probability of getting a correlation as large as the observed value by random chance, when the true correlation is zero. If P(i,j) is small, say less than 0.05, then the correlation R(i,j) is significant.

    [R,P,RLO,RUP]=corrcoef(...) also returns matrices RLO and RUP, of the same size as R, containing lower and upper bounds for a 95% confidence interval for each coefficient.

    [...]=corrcoef(...,'param1',val1,'param2',val2,...) specifies additional parameters and their values. Valid parameters are the following.

    'alpha'A number between 0 and 1 to specify a confidence level of 100*(1 - alpha)%. Default is 0.05 for 95% confidence intervals.'rows'Either 'all' (default) to use all rows, 'complete' to use rows with no NaN values, or 'pairwise' to compute R(i,j) using rows with no NaN values in either column i or j.The p-value is computed by transforming the correlation to create a t statistic having n-2 degrees of freedom, where n is the number of rows of X. The confidence bounds are based on an asymptotic normal distribution of 0.5*log((1+R)/(1-R)), with

    展开全文
  • matlab——corrcoef函数的使用

    万次阅读 2016-04-28 15:05:58
    参考链接:... 可以计算两组数据的相关系数啊 >> a=[0.6557,0.0357,0.8491,0.9340,0.6787]; b=[0.7315,0.1100,0.8884,0.9995,0.6959]; corrcoef(a,b) ans = 1.0
  • 想用MATLAB中的corrcoef函数求两个向量的相关系数。 举报违规检举侵权投诉|2011-02-23 21:32 匿名 | 分类:数学 | 浏览19891次 比如A=[1 2 3];B=[5 3 7]; r= corrcoef(A,B)可以求出相关系数是0.5.为什么两个向量...
  • Type corrcoef(Matrix<Type>x, Matrix<Type>y) { Vector<Type>tmp_x(x.size(), x.operator Type *()); Vector<Type>tmp_y(y.size(), y.operator Type *()); return myPearson(tmp_x, tmp_y); }  
  • % for i = 1:length(lon) for j = 1:length(lat) [r p] = corrcoef( squeeze(evap(i,j,:)), squeeze(prec(i,j,:)) ); corr(i,j) = r(1,2); end end [lat2d lon2d] = meshgrid(lat, lon); figure(1) set( gcf , '...
  • matlab基本函数abs :绝对值acos :反余弦acosh :反双曲余弦函数acot :反余切acoth :反双曲线余切acsc :反余割acsch :反双曲线余割angle :相位角asec :反正割asech :反双曲线正割asin :反正弦asinh :反双曲线正弦atan ...
  • 需要应用MATLAB中的corr(X, Y)或者 corrcoef(X,Y)函数。 其中corr(X, Y)既可以计算矩阵相关也可以计算序列相关,而corrcoef(X,Y)中如果X, Y为矩阵,则会将其转换为序列再进行计算。 CORR 伪代码 X,Y # 为两个序列...
  • Matlab的内部常数eps浮点相对精度pi圆周率exp自然对数的底数ei 或j虚数单位Inf或 inf无穷大Matlab概率密度函数betapdfβ概率密度函数binopdf二项概率密度函数chi2pdfx2概率密度函数exppdf指数概率密度函数fpdfF概率...
  • 文件只是一串按照用户意愿排列的MATLAB指令合集; 2>脚本文件运行后,其运算过程所产生的变量都自动保存在MATALAB工作区(Base工作区)中,该空间只有在关闭MATALAB界面或者使用clear指令时才会被删除,否则将...
  • matlab corrcoef 函数&n…

    千次阅读 2017-03-14 10:50:51
    格式 corrcoef(X,Y) %返回列向量X,Y的相关系数,等同于corrcoef([X Y])。 corrcoef (A)    %返回矩阵A的列向量的相关系数矩阵 例 >> A=[1 2 3;4 0 -1;1 3 9] A =  1  2  3  4  0  -1  1  3  9 >> C1...
  • matlab常用函数.doc MatLab 常用函数 1、 特殊变量与常数 ans 计算结果的变量名 computer 确定运行的计算机 eps 浮点相对精度 Inf 无穷大 I 虚数单位 name 输入参数名 NaN 非数 nargin 输入参数个数 nargout 输出...
  • Std(a,flag,dim): flag=0时, 计算样本标准差 flag= 1时,计算总体标准差 默认: flag=0, dim=1 相关系数: corrcoef() corrcoef(a):矩阵 corrcoef(x,y): 向量排序: sort() (1) sortX):对向量X按升序排列。...
  • abs :绝对值acos :反余弦acosh :反双曲余弦函数acot :反余切acoth :反双曲线余切acsc :反余割acsch :反双曲线余割angle :相位角asec :反正割asech :反双曲线正割asin :反正弦asinh :反双曲线正弦atan :反正切atanh :...
  • 本代码主要利用MATLAB工具实现MATLAB——cov和corrcoef计算协方差和相关系数,简单明了,易于理解
  • sortrows 按升序排列行 std 标准偏差 sum 求和 trapz 梯形数值积分 var 方差 del2 离散拉普拉斯 diff 差值和微分估计 gradient 数值梯度 cov 协方差矩阵 corrcoef 相关系数 conv2 二维卷积 conv 卷积和多项式乘法 ...
  • 目录1 常用命令表1.1 管理用命令表1.2管理变量与工作空间用命令表1.3文件与操作系统处理命令表1.4窗口控制命令表1.5启动与退出命令2 运算符号与特殊字符表表2.1运算符号与特殊字符表2.2逻辑函数3 语言结构与调试表...

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