Mass-univariate correlation without a loop?

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Rodolphe
Rodolphe le 14 Avr 2015
Commenté : Ettore le 28 Mai 2015
I have to correlate one time-serie with thousands of others. So far im using a loop which looks approximately like this:
for i=1:length(other_timeserie)
r(i) = corr(my_timeserie,other_timeserie(i))
end
The problem is that it takes forever to run, i was wondering if there was a mass-univariate way to do this without a loop. I thought about using xcorr , but the results is way too big and often create a memory crash.
  2 commentaires
Rodolphe
Rodolphe le 17 Avr 2015
Nobody? :)
Ettore
Ettore le 28 Mai 2015
Try without the loop :)
r=corr(my_timeserie,other_timeserie)

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