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

Version 1.4.0.0 (10,9 ko) par David J. Mack
Compute a moving correlation for two vectors x & y in analogy to the MOV* functions.
5.0
(2)
2K téléchargements
Mise à jour 14 déc. 2017

Afficher la licence

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

Citation pour cette source

David J. Mack (2024). movcorr(x, y, k, varargin): Compute windowed correlation coefficient (https://www.mathworks.com/matlabcentral/fileexchange/65342-movcorr-x-y-k-varargin-compute-windowed-correlation-coefficient), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2015a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

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.