Pearson Calculation using MATLAB

For calculating Pearson Coefficient, i am using the below formula in MATLAB:

C=cov(x,y); p=C(2)/(std(x)*std(y));

But C(2) is zero in my case if

x = [1 0 1 0 0 0]; y = [1 1 1 1 1 1];

Any idea where I am going wrong

Answer 1

[Matt Tearle]

Your y values are all the same. Hence y_i - mean(y) = 0 for each i. The formula for covariance is

cov(x,y) = sum_i[(x_i-mean(x))*(y_i-mean(y)]/n

So every term in your sum is 0. This makes sense in that there is only one y value, but different corresponding x values. The correlation coefficient, however, will be NaN because std(y) will also be 0.

[Oleg Komarov]

@Abhishek: you can also use corrcoeff

[Tahariet Sharon]

I think you should normalize by n-1.