Matlab: correlation number

Question

I have a 2 vectors of numbers of either 1 or -1. What are the standard tools on Matlab that would help me calculate a correlation number between the two vectors? Thanks in advance!

Answer 1

The CORRCOEF function is what you're looking for:

R = corrcoef(vector1(:),vector2(:));  %# Returns a 2-by-2 matrix of
                                      %#   correlation coefficients

If you have the Statistics Toolbox, you may also want to check out the function CORR:

RHO = corr(vector1(:),vector2(:));  %# Returns the linear correlation coefficient
                                    %#   (default is a Pearson correlation)

Answer 2

The corr function in matlab would switch to Phi-coefficient if it sees binary data.