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I am looking for a function in Matlab that calculates the correlation coefficient of a data set that includes categorical + numerical data. I am quite surprised this isn't as straightforward as I hoped it would be.

Can someone point me in the right direction?

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    $\begingroup$ A correlation between a categorical and a numerical feature makes no sense. One could take the conditional mean per categorical and then look for any effects. One could test these effects using an ANOVA. $\endgroup$ – spdrnl Apr 22 '20 at 15:47
  • $\begingroup$ A regression tree will allow you to "test" numericals and categoricals $\endgroup$ – julian matthews chesnutt Sep 13 '20 at 5:29

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