weighted pearson correlation coefficient

[Christoph Peters]

Hej,

unfortunately I could not find the solution for my following problem.
I have 15 vectors each containing 20 values and I would like to calculate the 
pearson correlation coefficient for them, but not each of the 20 values has the 
same importance so I would like to give a weight for each of them. Is there an 
easy way to do that using build in functions?

I calculate the pearson c. coefficient using the corrcoef function.

Best reagards,
Christoph