I am trying to find a correlation between two matrices. I want to know how to make use of the command corrcoef(x,y). Or any other command would also be good.
I have following data - x - is a 35 by 1000 matrix, y- is a 13 by 1000 matrix. I want to find a sorted order of correlation between rows from x (i.e. 35) with each row in element in y (13 in my case) for all the 1000 columns.
So for example, it could be like for the 1st row in y would be correlated to say 10 rows in x and the rest could be uncorrelated. So, I wish to find that set and what is the exact descending order for each row in x with y.
I have tried using the command corrcoef(x,y), but it is not giving me what I am looking for. I have also tried few other commands like corr(x,y).