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题目说的不清楚。先把help文档贴上来:
corr Linear or rank correlation.
RHO = corr(X) returns a P-by-P matrix containing the pairwise linear
correlation coefficient between each pair of columns in the N-by-P
matrix X.
RHO = corr(X,Y,...) returns a P1-by-P2 matrix containing the pairwise
correlation coefficient between each pair of columns in the N-by-P1 and
N-by-P2 matrices X and Y.
[RHO,PVAL] = corr(...) also returns PVAL, a matrix of p-values for
testing the hypothesis of no correlation against the alternative that
there is a non-zero correlation. Each element of PVAL is the p-value
for the corresponding element of RHO. If PVAL(i,j) is small, say less
than 0.05, then the correlation RHO(i,j) is significantly different
from zero.
[...] = corr(...,'PARAM1',VAL1,'PARAM2',VAL2,...) specifies additional
parameters and their values. Valid parameters are the following:
Parameter Value
'type' 'Pearson' (the default) to compute Pearson's linear
correlation coefficient, 'Kendall' to compute Kendall's
tau, or 'Spearman' to compute Spearman's rho.
'rows' 'all' (default) to use all rows regardless of missing
values (NaNs), 'complete' to use only rows with no
missing values, or 'pairwise' to compute RHO(i,j) using
rows with no missing values in column i or j.
'tail' The alternative hypothesis against which to compute
p-values for testing the hypothesis of no correlation.
Choices are:
TAIL Alternative Hypothesis
---------------------------------------------------
'both' correlation is not zero (the default)
'right' correlation is greater than zero
'left' correlation is less than zero
The 'pairwise' option for the 'rows' parameter can produce RHO that is not
positive definite. The 'complete' option always produces a positive
definite RHO, but when data are missing, the estimates may be based on
fewer observations.
看这个文档中‘rows’选项的介绍,分不清pairwise和complete的区别。最后好像提到他们的区别是最终那个相关系数矩阵是不是正定的。我不懂这个到底代表着什么含义,“正定”或者“不正定”有什么差别,pairwise和complete两个选项具体执行过程是怎样的,有什么差别。
谢谢大家了!
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