correlation coefficient for a non-linear fit

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Mariana
Mariana on 1 Feb 2011
Commented: Ameen Bassam on 27 Jul 2021
Does anyone know how to compute the correlation coefficient between two vectors, which are not linearly correlated? At the moment, I use a polynomial fit (order 3) between two vectors. It seems that corrcoeff compute it only for linear fits. Thanks a lot!

Answers (4)

the cyclist
the cyclist on 1 Feb 2011
There are several options for correlation coefficients besides Pearson's (which is probably the most commonly used). Did you want to compute Kendall's tau or Spearman's rho? If so, then you can use the function CORR, and set the appropriate parameter. If that's not what you want, you'll need to supply some more details. (You might try searching the File Exchange, as well.)

Richard Willey
Richard Willey on 2 Feb 2011
Hi Marina
You might find the following blog posting of interest. (It shows some interesting ways to use Curve Fitting Toolbox)
http://blogs.mathworks.com/loren/2011/01/13/data-driven-fitting/

Mariana
Mariana on 2 Feb 2011
Thanks! It seems (sorry for forgetting some statistics) that correlation coefficient is defined as a strength between two variables which are linearly correlated. I would like to have something describing the "goodness of a fit" (which can be linear, polynomial, exponential etc). I will take a look at the curve fitting toolbox.

Mariana
Mariana on 2 Feb 2011
I found. "fit" does the job (we get rsquare among the statistics).
  1 Comment
Ameen Bassam
Ameen Bassam on 27 Jul 2021
Is rsquare valid for nonlinear regression ??
It is invalid according to this
https://statisticsbyjim.com/regression/r-squared-invalid-nonlinear-regression/

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