MATLAB中三个变量之间的关联 [英] Correlation between three variables in MATLAB

问题描述

在MATLAB中，我具有以下内容：

In MATLAB, I have the following:

A，B，C是1 x 101行向量。我知道，对于从1到101的 i，A（i），B（i）和C（i）是线性相关的。

A, B, C are 1 x 101 row vectors. I know that for 'i' from 1 to 101, A(i), B(i), and C(i) are linearly correlated.

如何识别A，B和C之间的依赖关系？

How can I identify the dependence between A, B, and C?

推荐答案

对于相关程度，可以使用 corrcoef ：

For the degree of correlation, you can use corrcoef:

data = [A(:) B(:) C(:)];
correlation = corrcoef(data);

这里有一个测试案例，显示了正/负相关性以及相关程度，并带有

Here's a test case that shows positive/negative correlation as well as the degree of correlation, with

N = 10000;
A = randn(N,1);
B =  3*A + randn(N,1);
C = -2*A + 20*randn(N,1);

correlation =

    1.0000    0.9473   -0.1005
    0.9473    1.0000   -0.0927
   -0.1005   -0.0927    1.0000

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