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Thread Subject:
correlation matrix

Subject: correlation matrix

From: tiziana Franchin

Date: 13 Jul, 2010 20:24:04

Message: 1 of 3

Dear all,
I've a 31x256871 matrix and I need the correlation coefficients, but the size exceeds the maximum allowed.
Where can I download a MATLAB script for solving this resctriction?
Thank you

Subject: correlation matrix

From: Roger Stafford

Date: 13 Jul, 2010 20:44:05

Message: 2 of 3

"tiziana Franchin" <tiziana.franchin@opbg.net> wrote in message <i1ii14$p5q$1@fred.mathworks.com>...
> Dear all,
> I've a 31x256871 matrix and I need the correlation coefficients, but the size exceeds the maximum allowed.
> Where can I download a MATLAB script for solving this resctriction?
> Thank you
- - - - - - - - -
  Have you taken into consideration how large the resulting correlation matrix would be? If not, I would strongly advise you to do so.

Roger Stafford

Subject: correlation matrix

From: Tom Lane

Date: 14 Jul, 2010 16:02:54

Message: 3 of 3

> I've a 31x256871 matrix and I need the correlation coefficients, but the
> size exceeds the maximum allowed.
> Where can I download a MATLAB script for solving this resctriction?

MATLAB computes correlations among the rows. On the off chance that you
really want correlations among the columns, you could transpose the matrix
before passing it into corrcoef.

-- Tom

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