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updated 5 months ago

Correlation circles by David Legland

Display correlation matrix using colored circles (data exploration, data visualization, correlation matrix)

correlationCircles(data, varargin)

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updated 1 year ago

Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (cholesky, decomposition, correlation matrix)

SpectralDP(Correlation)

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updated 2 years ago

A faster way to computer a correlation matrix than corr.m by David Groppe

A much faster way to compute a linear correlation matrix than MATLAB's built in corr.m function. (correlation matrix, correlation)

R=faster_corr_mtrx(data)

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updated 6 years ago

Convert covariance matrix to correlation matrix by Denis

Converts covariance matrix to correlation matrix setting exactly 1-s on its main diagonal (statistics, probability, covariance matrix)

Cov2Corr(ExpCovariance)

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