question with correlation

I have a array of X x Y size.

I need to do correlation of all the columns as combinations. So need to do correlation of each column with other columns and then once I have all the correlations of all combinations, I want to take a average.

Thanks

Answer 1

[Richard]

Not sure what you are asking, but this may help.

a = 1;
b = 20;
data = a + (b-a).*rand(20,4);
R = corrcoef(data);
RPairs = [nchoosek(1:size(data,2),2), nonzeros(tril(R,-1))];

Where data is your matrix, R is the correlation between each pair of columns, and RPairs represents the column numbers in RPairs(:,1:2) and the corresponding correlation coefficient in RPairs(:,3). Then if you want to calculate the average correlation you simply take the mean of the third column:

MeanR = mean(RPairs(:,3))

Hope this helps

[Mate 2u]

Sure I will test this. Would this work in a loop where the "data" would be independent per iteration.

[Richard]

Yes it would work fine in a loop. If you could provide a working example I may be able to show a more relevant solution.

[Mate 2u]

Ive percentaged where I need correlation.....this is the full code.

A = [1 2 2 2 1 2 3 4 1 2 2 2 2 1 2 3 4 1 1 1 1]

n=2; %n

x=2;

for i =1:length(A)-n+1

ZZ= strfind(A,A(1:1+n-1));

if (length(ZZ)==1)

C(i)=0;

end

index =1;

for j=1:length(ZZ)

array(:,index) = A(ZZ(j)+n:ZZ(j)+n+x);

%%%%% NEED to do correlation here

index=index+1;

end

end

[Mate 2u]

Error using horzcat

CAT arguments dimensions are not consistent.

Answer 2

[Mate 2u]

May I should of rephrased what I meant. When I have a correlation matrix....using corrcoef, how can I take average of the bottom left corner or top right corner?

[Richard]

This can be achieved with the script I provided above.

nonzeros(tril(R,-1))

This will find the lower triangular part of the correlation matrix, or as you say bottom left corner, 'nonzeros' then removes the zeros from the matrix which is created by 'tril' thus genberating a vector of these correlation values. Does this make sense?