How to implement a continuous, moving Pearson correlation coefficient

Hi everyone,

I have a question regarding a continuous moving pearson correlation. I'm getting two different data every second, and i want to see [continuously] how the correlation between these values is. Could someone give me some suggestions regarding this topic? Like..i do have to do it every 5 seconds or 10 seconds.

thanks in advance,

best regards,

Paul

[André]

Hey Paul.

Did you manage to solve this issue? i have the same question.

Best regard,

André

[Mathieu NOE]

see

movcorr(x, y, k, varargin): Compute windowed correlation coefficient - File Exchange - MATLAB Central (mathworks.com)