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| From: | Guillaume |
| Subject: | [Octave-bug-tracker] [bug #47824] No Matlab-compatible corrcoef |
| Date: | Tue, 03 May 2016 17:12:35 +0000 |
| User-agent: | Mozilla/5.0 (X11; Linux x86_64; rv:45.0) Gecko/20100101 Firefox/45.0 |
Follow-up Comment #2, bug #47824 (project octave):
I have attached an attempt of implementation of corrcoef. it is essentially a
wrapper around corr and cor_test. It does not handle the options regarding
confidence intervals and NaN but this could be easily added, see
https://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient#Using_the_Fisher_transformation
(file #37058)
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File name: corrcoef.m Size:3 KB
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