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

Versione 1.4.0.0 (10,9 KB) da David J. Mack
Compute a moving correlation for two vectors x & y in analogy to the MOV* functions.
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Aggiornato 14 dic 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

Cita come

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. Recuperato .

Compatibilità della release di MATLAB
Creato con R2015a
Compatibile con qualsiasi release
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Versione Pubblicato Note della release
1.4.0.0

[MOD]
- Now returns NaN for zero-variances, to be consistent with CORR.
1.3.0.0

[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.
1.2.0.0

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.
1.1.0.0

Forgot file update
Computation of r with NaNs + omitnan flag now gives same results as CORR(...,'Rows','pairwise').
1.0.0.0

Added ML-FEX ID to description.