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David Doria's user avatar
David Doria's user avatar
David Doria's user avatar
David Doria
  • Member for 12 years, 9 months
  • Last seen more than 1 year ago
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Normalized correlation with a constant vector
I still don't follow. Do we consider the indeterminate case to mean "not correlated"? Let's take 3 vectors: a = [1 9 1 9 1], b = [9 1 9 1 9], c = [5 5 5 5 5]. a and b should have some negative correlation. I would have said that (a and c) and also (a and b) had zero correlation, but I guess we have seen that they actually have "indeterminate" correlation. How would you check for this in software? Just set the correlation to zero if either the numerator or denominator are < epsilon (say 1e-5 or something)? Isn't there some quantity that would behave more like I am expecting?
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