--- /dev/null
+## Copyright (C) 2000 Kai Habel
+##
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2 of the License, or
+## (at your option) any later version.
+##
+## This program is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+## GNU General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with this program; If not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} @var{r} = corr2 (@var{I},@var{J})
+## Returns the correlation coefficient between @var{I} and @var{j}.
+## @var{I}, @var{J} must be real type matrices or vectors of same size.
+## @seealso{cov, std2}
+##
+## @end deftypefn
+
+
+## Author: Kai Habel <kai.habel@gmx.de>
+## Date: 01/08/2000
+
+function r = corr2 (I, J)
+
+ if (nargin != 2)
+ print_usage ();
+ endif
+
+ if (!(ismatrix (I) && isreal (I) && ismatrix (J) && isreal (J)))
+ error ("corr2: argument must be a real type matrix");
+ endif
+
+ if (!size_equal (I, J))
+ error ("corr2: arguments must be of same size")
+ endif
+
+ r = cov (I (:), J (:)) / (std2 (I) * std2 (J));
+endfunction
+