function [out] = cor(X, y) %cor Computes correlations between a matrix X and a vector y. % % USE: % [Corr] = cor(X, y) % % X = a matrix or a vector % y = a vector. % % It uses the sample size (n) as the denominator. % Tomo Eguchi % 24 January 2002. if nargin == 2, [nrX, ncX] = size(X); out = zeros(ncX, 1); cova = diag(covariance(X, y)); var2 = var(X, 1) .* var(y, 1); out = cova' ./ sqrt(var2); elseif nargin == 1, c = cov(X, 1); d = diag(c); out = c./sqrt(d*d'); end