correlation matrix from pairwise correlations of matrices
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Hi, I have a set of n-by-n matrices and I would like to do pairwise correlations of all matrices and to get a correlation matrix containing persons r for all pairwise correlations as output. Is there a fast way to do the pairwise correlations for all possible pairs? I was thinking of a for-loop, but I am not sure how to write it.
Thanks
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Accepted Answer
Thorsten
on 23 Aug 2016
Convert each matrix to a column vector of X, using (:), and then run
corrcoef(X)
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