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[Octave-bug-tracker] [bug #33541] corrcoef Matlab compatibility issue
From: |
Rik |
Subject: |
[Octave-bug-tracker] [bug #33541] corrcoef Matlab compatibility issue |
Date: |
Mon, 13 Jun 2011 03:48:28 +0000 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:2.0.1) Gecko/20100101 Firefox/4.0.1 |
Follow-up Comment #3, bug #33541 (project octave):
I just took a look at the Matlab function as well and I dislike their
interpretation of corrcoef(x,y) quite a bit. The correlation coefficient
between two vectors of observations is a single number. Mathworks interprets
corrcoef(x,y) as corrcoef ([x y]) which is a correlation coefficient matrix.
For a vector the elements on the diagonals are obviously 1 because each vector
x,y correlates with itself and the off-diagonal element is what I would call
the correlation coefficient. Besides compatability, can someone make a
compelling argument for why this behavior is better than the current Octave
behavior?
If necessary, it is trivial to achieve compatibility manually by calling
corrcoef ([x y]). I would have users do this if they really want this
behavior.
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