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Groups > comp.graphics.apps.gnuplot > #377

Re: Correlation coefficient

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On 13.06.2011 15:22, David Marçal wrote:

> The correlation coefficient (R^2) is the Pearson's correlation
> coefficient!

Of what?  Since it didn't occur to you to specify that, I'll assume you 
mean the simplest use, which would be the number derived directly from x 
and y distributions:

	r_xy = Sum((x-<x>)(y-<y>))/sqrt(Sum((x-<x>)^2)*Sum((y-<y)^2))

> The output of gnuplot is something like this:
>
> correlation matrix of the fit parameters:
>
>                    a           b
> a               1.000
> b              -0.784  1.000
>
> So, in a fit linear, my R^2 would be 0.784? This would be my
> Perason correlation coefficient, is this correct?

Not really.  The above is the correlation coefficient between a and b, 
not between the x and y columns of your data.

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Thread

Correlation coefficient David Marçal <davidufg@gmail.com> - 2011-06-11 09:15 -0700
  Re: Correlation coefficient Hans-Bernhard Bröker <HBBroeker@t-online.de> - 2011-06-11 18:49 +0200
    Re: Correlation coefficient David Marçal <davidufg@gmail.com> - 2011-06-13 06:22 -0700
      Re: Correlation coefficient Hans-Bernhard Bröker <HBBroeker@t-online.de> - 2011-06-13 16:04 +0200
        Re: Correlation coefficient David Marçal <davidufg@gmail.com> - 2011-06-14 07:11 -0700
          Re: Correlation coefficient Hans-Bernhard Bröker <HBBroeker@t-online.de> - 2011-06-15 00:16 +0200

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