Correlation coefficients
r = lowdisc_corrcoef ( x )
a m-by-n matrix of doubles, the data. m
is the number of observations. n
is the number of variables.
a n-by-n matrix of doubles, the correlation coefficient.
Returns the matrix r
of correlation coefficients calculated from an
input matrix x
.
The matrix r
is related to the covariance matrix c=cov(x)
by
r(i,j) = c(i,j) / sqrt(c(i,i) * c(j,j)).
The cov function comes from Stixbox.
TODO : return p-values