S = corrcoef(X)
S = corrcoef(X) returns a matrix of correlation coefficients calculated from an input matrix whose rows are observations and whose columns are variables. The matrix S = corrcoef(x) is related to the covariance matrix C = cov(x) by
corrcoef(X) is the 0-th lag of the covariance function, that is, the 0-th lag of xcov(x,'coeff') packed into a square array.
corrcoef removes the mean from each column before calculating the results.
cov, mean, std
xcorr, xcov in the Signal Processing Toolbox
(c) Copyright 1994 by The MathWorks, Inc.