21 lines
378 B
Matlab
21 lines
378 B
Matlab
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function co = cosn(H);
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% function co = cosn(H);
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% computes the cosine of the angle between the H(:,1) and its
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% projection onto the span of H(:,2:end)
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% Not the same as multiple correlation coefficient since the means are not
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% zero
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y = H(:,1);
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X = H(:,2:end);
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% y = H(:,1);
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% X = H(:,2:end);
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yhat = X*(X\y);
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co = y'*yhat/sqrt((y'*y)*(yhat'*yhat));
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