I know that the function corr(X,Y) computes the correlation coefficient between pairs of columns in two matrices X and Y. I am having a hard time understanding how this function works under the hood. Could anyone help me to understand what matlab is actually doing once it receives two matrices (what type of math is this function doing)?
How does the Matlab function corr(X,Y) work internally?
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The code of
corr.mis largely accessible. Typeedit corrat the command line to open the corresponding m-file and to study the function's "inner" workings...