How do I test Kendall Rank Correlation Coefficient in a matrix?
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So I have a matrix that is 76x4000 (76 rows, 4000 columns). I would like to test the Kendall Rank correlation coefficient between each row to every other row, including itself, so the end matrix will be 76x76. How do I write it as a function?
Thank you very much!
Natch Ruengsakulrach on 31 Aug 2016
If you would like to perform a pairwise correlation coefficient between each pair of rows, you can transpose your matrix "A" and use the "corr" function
r = corr(A','type','Kendall');
More information can be found here: http://www.mathworks.com/help/stats/corr.html