movcorr(x, y, k, varargin): Compute windowed correlation coefficient

Compute a moving correlation for two vectors x & y in analogy to the MOV* functions.

Version 1.4.0.0 (10,9 ko)
2,3K téléchargements
(2)
14 déc. 2017

Vous suivez désormais cette soumission

Computes the Pearson product-moment correlation coefficient r over a moving window for two vectors x & y. This is
basically a wrapper to MOVSUM and the low-memory overhead computation of r. See second formula in
https://en.wikipedia.org/wiki/Pearson_correlation_coefficient#For_a_sample

D’autres ont également téléchargé

Comparing Time Series using Semblance Analysis

5,6K téléchargements

4,30 / 5 (8)

Citation pour cette source

David J. Mack (2026). movcorr(x, y, k, varargin): Compute windowed correlation coefficient (https://fr.mathworks.com/matlabcentral/fileexchange/65342-movcorr-x-y-k-varargin-compute-windowed-correlation-coefficient), MATLAB Central File Exchange. Extrait(e) le .

Catégories

En savoir plus sur Image Filtering dans Help Center et MATLAB Answers

Informations générales

Compatibilité avec les versions de MATLAB

  • Compatible avec toutes les versions

Plateformes compatibles

  • Windows
  • macOS
  • Linux
Ouvrir dans un nouvel onglet
Version Publié le Notes de version
1.4.0.0

[MOD]
- Now returns NaN for zero-variances, to be consistent with CORR.
1.3.0.0

[ADD]
- Output n to return the local window sizes (useful for computing partial correlations).
- Name-value input 'MinN' to control how many samples are needed in a local window to compute r.
1.2.0.0

Fix in input parser.
[ADD]
- Name-value input 'Tail' and according p-value output.
[MOD]
- Now uses INPUTPARSER. Changes error messages for invalid inputs.
[FIX]
- Erroneous window size computation when using k = [nB, nF].
- Complex output when using numeric endpoints.
1.1.0.0

Forgot file update
Computation of r with NaNs + omitnan flag now gives same results as CORR(...,'Rows','pairwise').
1.0.0.0

Added ML-FEX ID to description.