highest correlation values of a data
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i have the following data, i want to find 10 columns of * h* that are correlated with _ j_ the most. That is, the columns that have the highest correlation value. Please take a look at my code below.
sigma = eye(500); mu = repelem(zeros,500); xTrain = mvnrnd(mu,sigma,100); xTest = mvnrnd(mu,sigma,100); yTrain = binornd(1,0.5,100,1); yTest = binornd(1,0.5,100,1);
h = vertcat(xTrain, xTest);
j = vertcat(yTrain, yTest);
%%%%%%%%% correlation of every row of h with j, c = corr(h(:,1),j);
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