Is there a correlation ratio in MATLAB? - matlab

Question

Is there any function in Matlab which calculates the correlation ratio?
Here is an implementation I tried to do, but the results are not right.
function cr = correlation_ratio(X, Y, L)
ni = zeros(1, L);
sigmai = ni;
for i = 0:(L-1)
Yn = Y(X == i);
ni(1, i+1) = numel(Yn);
m = (1/ni(1, i+1))*sum(Yn);
sigmai(1, i+1) = (1/ni(1, i+1))*sum((Yn - m).^2);
end
n = sum(ni);
prod = ni.*sigmai;
cr = (1-(1/n)*sum(prod))^0.5;

Answer 1

This is the equation on the Wikipedia page:
where:
η is the correlation ratio,
yx,i are the sample values (x is the class label, i the sample index),
yx (with the bar on top) is the mean of sample values for class x,
y (with the bar on top) is the mean for all samples across all classes, and
nx is the number of samples in class x.
This is how I interpreted it into code:
function eta = correlation_ratio(X, Y)
X = X(:); % make sure we've got column vectors, simplifies things below a bit
Y = Y(:);
L = max(X);
mYx = zeros(1, L+1); % we'll write mean per class here
nx = zeros(1, L+1); % we'll write number of samples per class here
for i = unique(X).'
Yn = Y(X == i);
if numel(Yn)>1
mYx(i+1) = mean(Yn);
nx(i+1) = numel(Yn);
end
end
mY = mean(Y); % mean across all samples
eta = sqrt(sum(nx .* (mYx - mY).^2) / sum((Y-mY).^2));
The loop could be replaced with accumarray.