Matlab中的相关性 [英] correlation in matlab

问题描述

以下脚本查找每对数据之间的相关性.

The following script finds the correlation between each pair of data.

clear all
LName={'Name1','Name2','Name3','Name4','Name5'};
Data={rand(12,1),rand(12,1),rand(12,1),rand(12,1),rand(12,1)};
%place in a structure
d = [LName;Data];
Data = struct(d{:});

d1 = cell2mat(struct2cell(Data)');
[R,P] = corrcoef(d1);
Correlation = [LName(nchoosek(1:length(R),2)) num2cell(nonzeros(tril(R,-1)))]

此外，该脚本还在关联"中指出在生成关联值时使用了哪种数据组合.由此，我不仅尝试查找一对数据之间的相关性，而且还尝试查找n个数据之间的相关性，因此，除了上面的脚本之外，我还尝试查找3组数据之间的相关性，然后四个...等等，然后将其存储在Correlation中.我将如何实现?

Furthermore, the script also states in 'Correlation' which combination of data was used in generating the correlation value. From this I am attempting to not only find the correlation between a pair of data but also find the correlation between n number of data, so in addition to the script above I'm trying to find the correlation between 3 sets of data, and then four... and so on, then store this in Correlation. How would I acheive this?

推荐答案

由于您的数字均为非负数，我认为将相关数组相乘，求和和归一化就足够了.这与corrcoef基本相同，只是一次只能将两个数组相乘.

Since your numbers are all non-negative I think simply multiplying the relevant arrays together, summing, and normalizing would be sufficient. This is basically the same thing that corrcoef does, except it only multiplies two arrays together at a time.

但是请注意，这不适用于负数.例如，假设所有三个数组在某个时刻都为负值.就它们之间的相关性而言，这将是一件好事.不过，只要简单地将它们相乘，便会得到负相关，这表明此时的相关性相反.

Please note, though, that this wouldn't work for negative numbers. For instance, imagine that all three arrays have a negative value at some point. This would be good, in the sense that they are well correlated. Simply multiplying them, though, would give you a negative correlation, which would indicate opposite correlation at that point.

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