Correlation between two vectors
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Enrica Brunetti
il 1 Lug 2019
Modificato: Adam Danz
il 15 Lug 2019
How to show the correlation between two vectors? I know I can use the function 'xcorr', but is there a function that shows graphically this correlation?
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Adam Danz
il 1 Lug 2019
Modificato: Adam Danz
il 15 Lug 2019
n = 0:15;
x = 0.84.^n;
y = circshift(x,5);
[c,lags] = xcorr(x,y);
stem(lags,c)
xlabel('lag')
ylabel('r')
or more simply,
plot(lags, c, '-o')
This shows a maximum correlation at lag -5 which makes sense since we circularly shifted the data by 5 units.
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