I’m working on my thesis project on financial mathematics. One problem I’m having is that I want to find out if there is some correlation between a theoretical curve and scatter point data.
Here is the scatter data and the theoretical curve that I have.
Is there some easy way of doing this?
Bivariate correlation (usually Pearson correlation) is a statistic that measures linear dependence between two sets of data. The theoretical curve of your link does not seem to consist of discrete data points, therefore it is not possible to calculate correlation between it a and some set of data.
Depending on the model and the research question you have, you might be interested in analyzing the fit of your data to the model, using multivariate regression analysis or general[ized] linear model. These MATLAB commands could be useful:
regress(multiple linear regression),regstats(regression diagnostics),glmfit(generalized linear model regression) andglmval(generalized linear model values).