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Sagar
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Formula for cross-correlation in matlab

Asked by Sagar
on 9 Mar 2016
Latest activity Answered by Sagar
on 11 Mar 2016
When we calculate cross correlation using the function 'xcorr' with 'coeff' option, does the function calculate Pearson correlation coefficient or something else?

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2 Answers

Answer by Sagar
on 11 Mar 2016
 Accepted Answer

It looks like that 'xcorr' does not calculate Pearson correlation coefficient directly. To get Pearson correlation coefficient, we have to remove the mean first and then call 'xcorr' which will then give Pearson correlation coefficient.

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Answer by dpb
on 9 Mar 2016

In the Statistics Toolbox, see
doc corr

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