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

バージョン 1.4.0.0 (10.9 KB) 作成者: David J. Mack

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

フォロー

5.0

(2)

ダウンロード: 1.9K

更新 2017/12/14

ライセンスの表示

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

引用

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. 取得済み April 27、2024.

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作成: R2015a

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movcorr(x, y, k, varargin)

バージョン	公開済み	リリースノート
1.4.0.0	2017/12/14	[MOD] - Now returns NaN for zero-variances, to be consistent with CORR.	ダウンロード
1.3.0.0	2017/12/14	[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.	ダウンロード
1.2.0.0	2017/12/11	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.	ダウンロード
1.1.0.0	2017/12/7	Forgot file update Computation of r with NaNs + omitnan flag now gives same results as CORR(...,'Rows','pairwise').	ダウンロード
1.0.0.0	2017/12/7	Added ML-FEX ID to description.	ダウンロード