** Correlation coefficients. **

** CORRCOEF(X) is a matrix of correlation coefficients formed **

** from array X whose each row is an observation, and each **

** column is a variable. **

** CORRCOEF(X,Y) is the same as CORRCOEF([X Y]). **

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** If C is the covariance matrix, C = COV (X), then CORRCOEF(X) is **

** the matrix whose (i,j)'th element is **

** **

** **

** C(i,j)/SQRT(C(i,i)*C(j,j)). **

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** See also COV , STD . **

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