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]).
If C is the covariance matrix, C = COV (X), then CORRCOEF(X) is
the matrix whose (i,j)'th element is
See also COV , STD .