How to get and plot correlation coefficient matrix as a one dimentional function of the random vectors differences
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Hi, I have a correlation coefficient matrix for two random vectors (size 94x94).
The matrix enterences are numbered as angels from -\pi to \pi. i.e. the enterences of the 94x1 vector of variables are angels.
Each random variable is identified by it's preffered direction. I will refer it as it's name.
I want, to creat a function, where the x axis is the angel differences of the variables, and the y axis is the (maximal) relevant correlation. i.e. the correlation between any two variables as a function of the difference between their names (preffered directions).
for example, if I had:
corr = [1,2;2,3]
where the name of v1 is \pi and the name of v2 is 0.5*\pi,
then I would like my function to be:
f(0) = max(corr(\pi,\pi),corr(0.5*\pi,0.5*\pi)) = 3
f(0.5*\pi) = corr(\pi,0.5*\pi) = 2
Is there a matlab function that does that?
Basically I need the linear regression of the function that I have described.
I thonk that what I am trying to do is a linear extrapolation of the correlation coefficient function but I am not sure..
Thanks!
Basically, I think that what I am trying to do is,
Thanks!
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