What is the formula implemented in "corr" function?

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A R Sachin on 9 Aug 2016

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Answered: Jonathan Kwang on 12 Aug 2016

I'm measuring rank correlation between two real vectors of same dimensions, without Nan entries, with Pearson method. I want to confirm whether internal formulas for "corr" and "corr2" are same in this case.

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Adam on 9 Aug 2016

Can't you just open the code? It is available to open, though I haven't checked if part of it gets delegated off to a mex file.

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Answer 1

Jonathan Kwang on 12 Aug 2016

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I understand you would like to know if "corr" and "corr2" use the same internal formulas.

They both implement the Pearson correlation. However the "corr2" function implements it to 2D arrays so the internal code and functionality is different.

The Pearson correlation definition used can be found in: K. Pearson, "Mathematical contributions to the theory of evolution. III. Regression, heredity and panmixia" Philos. Trans. Royal Soc. London Ser. A , 187 (1896) pp. 253–318