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

version 1.4.0.0 (10.9 KB) by David J. Mack
Compute a moving correlation for two vectors x & y in analogy to the MOV* functions.

1.2K Downloads

Updated 14 Dec 2017

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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

Cite As

David J. Mack (2021). 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. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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