Correlation matrix of two vectors of the same length
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Hello,
I have two vectors A and B of the same length (1x12) and I want to make the correlation matrix (12x12) of these two, I made C = corr(A,B) and it gave me a 12x12 NaN.
Thank you.
Accepted Answer
the cyclist
on 13 Nov 2018
This will happen regardless of whether or not you have NaN values in your vectors, because what you are asking for is not very sensible.
Each entry in your 12x12 matrix is going to be the "correlation" of a single value from a with a single value from b. So
M(1,1) = corr(a(1),b(1))
which is NaN, regardless of values, because the correlation of two numbers is not defined.
Are you sure you don't want a single correlation value for the two vectors?
M = corr(a',b')
?
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