I want to calculate Pearson's correlation coefficent in Matlab (without using Matlab's corr
function).
Simply, I have two vectors A and B (each of them is 1x100) and I am trying to calculate the Pearson's coefficient like this:
P = cov(x, y)/std(x, 1)std(y,1)
I am using Matlab's cov
and std
functions. What I don't get is, the cov function returns me a square matrix like this:
corrAB =
0.8000 0.2000
0.2000 4.8000
But I expect a single number as the covariance so I can come up with a single P (pearson's coefficient) number. What is the point I'm missing?
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