This is a faster implementation of MATLAB's corr2. Implemented as a mex-file generated with the ITERATOR tool that can be downloaded from www.mathworks.com
Re compile the source with MEX -O prcorr2.c
C = PRCORR2(A,B) computes the correlation between A and B. A and B are arrays witn any number of dims but with same number of elements
A and B can be any numeric type but not complex value. C is a scalar double.
See also CORR2, CORRCOEF, STD2, ITERATOR, MEX
In future I may complement this fast function with a set of them that can replace some slow MATLAB functions.
(C) 2003 Peter Rydesäter, http://www.rydesater.com
Peter Rydesäter (2023). prcorr2 - 10 times faster correlation coef. (https://www.mathworks.com/matlabcentral/fileexchange/4012-prcorr2-10-times-faster-correlation-coef), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
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Inspired by: TCP/UDP/IP Toolbox 2.0.6
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