xcorrpvalue

Yields p value of the max absolute value of a cross correlation

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Yields p value of the max value of a cross correlation by estimating what fraction of random permutations of one of the vectors yields a correlation equal or higher.

Cite As

Alex Backer (2026). xcorrpvalue (https://www.mathworks.com/matlabcentral/fileexchange/75403-xcorrpvalue), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.2

This version accounts for the autocorrelation of either input series, preserving both in the random permutations, yielding the probability that any observed cross-correlation is not due to the autocorrelation of either input series.

1.1.1

Fixed bug that ignored input numvalues if provided.

1.1

Changed to use absolute value, so it detects negative correlations as well

1.0.0