sample correlation distribution function
This function computes the probability density function for the
correlation coefficient of a bivariate random variable.
USAGES
y = corrdist(r, ro, n)
INPUT
r: Vector of possible correlation random variables, i.e. the values at
which the pdf is evaluated at.
ro: The given (true) correlation coefficient, i.e. the population
correlation coefficient. length(ro) > 1 supported.
n: The number of samples in the correlated data. Only length(n) = 1
supported.
OUTPUT
y: The probability density function for r, given ro, for n data
samples of a bivariate normal distribution.
-----------------------------------------------------------------------
Cite As
Joshua Carmichael (2024). sample correlation distribution function (https://www.mathworks.com/matlabcentral/fileexchange/45785-sample-correlation-distribution-function), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
- Signal Processing > Signal Processing Toolbox > Transforms, Correlation, and Modeling > Correlation and Convolution >
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
Version | Published | Release Notes | |
---|---|---|---|
1.0.0.0 |