How do I compute the mean correlation from a n by n correlation matrix?

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liane
liane 2017 年 3 月 22 日
回答済み: Jyotish Robin 2017 年 3 月 30 日
I have a 34 x 34 correlation matrix and would like to compute the mean correlation (i.e., average of correlations above or below the diagonal). I was wondering if anyone could show me how to do that.

回答 (1 件)

Jyotish Robin
Jyotish Robin 2017 年 3 月 30 日
Hi Liane!
You could accomplish the task by making use of the functions 'tril' and 'mean'.
If a is your matrix, the following command returns the upper triangular elements (not including the diagonal elements) as a column vector:
colvect= a(find(~tril(ones(size(a)))))
Now if you do
mean(colvect)
It will give you the average of upper triangular entries of the matrix a.
In a similar way, you could deal with the lower triangular entries also. You could learn more about 'tril' and 'mean' functions from the following documentations:
Hope this helps!
Regards,
Jyotish

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